Exelon Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:27.06% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0418 | 20.08 | |
| 0.0465 | 12.02 | |
| 0.9135 | 310.40 | |
| 0.0429 | 7.03 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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