Consolidated Edison Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.21% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0243 | 25.54 | |
| 0.0565 | 19.17 | |
| 0.9127 | 446.53 | |
| 0.0281 | 5.24 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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