V-Lab
V-Lab
Exelon Corp MEM Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:23.80% (+2.06%)

Analysis last updated: Thursday, May 2, 2024 at 09:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Exelon Corp MEM
paramt-stat
ω0.078111.18
α0.185142.14
β0.7796271.54
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts