Consolidated Edison Inc MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
27.28%
decreased by 4.56%
1 Week
268,732,679,069.74%
increased by 268,732,679,037.90%
1 Month
30,854,718,277,761,023,000,000,000,000,000,000,000,000,000,000,000,000.00%
increased by 30,854,718,277,761,023,000,000,000,000,000,000,000,000,000,000,000,000.00%
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 | |
|---|---|---|
| 26 | ||
| 0.7488 | 7,487,690.00 | |
| 0.0012 | 12,310.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.1404 | 11,404,340.00 | |
| 0.0564 | 564,400.00 | |
| 0.0012 | 11,870.00 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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