V-Lab
V-Lab
Pepco Holdings LLC EGARCH Volatility Analysis
Volatility Prediction for Thursday, March 24th, 2016:69.37% (+36.84%)

Analysis last updated: Monday, March 1, 2021 at 05:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pepco Holdings LLC EGARCH
paramt-stat
ω0.06247.75
α0.216015.76
β0.910899.75
γ-0.0647-2.98
Estimation Period:
Jan 2, 1990 to Mar 18, 2016
Impact of return on volatility tomorrow
Volatility Forecasts