V-Lab
V-Lab
Pepco Holdings LLC Asy. MEM Volatility Analysis
Volatility Prediction for Thursday, March 24th, 2016:65.39% (+28.59%)

Analysis last updated: Wednesday, March 23, 2016 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pepco Holdings LLC AMEM
paramt-stat
ω0.182110.49
α0.274113.52
β0.536023.48
γ0.251413.01
Estimation Period:
Jan 2, 1990 to Mar 18, 2016
Impact of return on volatility tomorrow
Volatility Forecasts