V-Lab
V-Lab
Pepco Holdings LLC AGARCH Volatility Analysis
Volatility Prediction for Thursday, March 24th, 2016:64.39% (+25.12%)

Analysis last updated: Wednesday, March 23, 2016 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pepco Holdings LLC AGARCH
paramt-stat
ω0.131711.07
α0.138919.08
β0.776771.77
γ0.46817.13
Estimation Period:
Jan 2, 1990 to Mar 18, 2016
Impact of return on volatility tomorrow
Volatility Forecasts