V-Lab
V-Lab
Pepco Holdings LLC MEM Volatility Analysis
Volatility Prediction for Thursday, March 24th, 2016:84.37% (+53.79%)

Analysis last updated: Friday, April 29, 2016 at 06:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pepco Holdings LLC MEM
paramt-stat
ω0.20615.29
α0.420311.85
β0.495215.18
Estimation Period:
Jan 2, 1990 to Mar 18, 2016
Impact of return on volatility tomorrow
Volatility Forecasts