V-Lab: Edison International EGARCH Volatility Analysis

V-Lab

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V-Lab

Edison International EGARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:20.47% (+1.60%)

Analysis last updated: Friday, April 26, 2024 at 10:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0220	5.85
$α$	0.1426	39.36
$β$	0.9829	929.87
$γ$	-0.0783	-19.51

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts