Pepco Holdings LLC GARCH Volatility Analysis
Inactive
Last recorded values (Thursday, March 24th, 2016):
1 Day
139.84%
1 Week
128.64%
1 Month
97.22%
Analysis last updated: Monday, March 1, 2021 at 06:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1593 | 8.89 | |
| 0.1303 | 15.26 | |
| 0.7839 | 82.87 |
Estimation Period:
Jan 2, 1990 to Mar 18, 2016
Jan 2, 1990 to Mar 18, 2016
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