V-Lab: Exelon Corp GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Exelon Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:17.93% (+0.71%)

Analysis last updated: Friday, May 3, 2024 at 09:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1851	10.38
$α$	0.0667	36.08
$β$	0.9832	568.99
$ν$	7	6.24

Estimation Period:
Jan 2, 1990 to May 3, 2024