Exelon Corp GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
22.57%
decreased by 0.42%
1 Week
22.61%
decreased by 0.38%
1 Month
22.76%
decreased by 0.23%
Analysis last updated: Tuesday, June 9, 2026 at 09:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0418 | 20.10 | |
| 0.0453 | 12.11 | |
| 0.9141 | 314.88 | |
| 0.0437 | 7.34 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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