Consolidated Edison Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
20.73%
increased by 0.66%
1 Week
20.68%
increased by 0.61%
1 Month
20.50%
increased by 0.43%
Analysis last updated: Tuesday, June 9, 2026 at 09:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0243 | 25.57 | |
| 0.0564 | 19.27 | |
| 0.9130 | 448.88 | |
| 0.0277 | 5.19 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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