V-Lab
V-Lab
Consolidated Edison Inc GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:19.53% (+0.04%)

Analysis last updated: Friday, April 26, 2024 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Consolidated Edison Inc GARCH
paramt-stat
ω0.021622.83
α0.071437.34
β0.9143435.16
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts