Consolidated Edison Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.18% (+1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0245 | 25.61 | |
| 0.0570 | 19.28 | |
| 0.9124 | 445.49 | |
| 0.0277 | 5.15 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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