V-Lab: Edison International GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Edison International GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:21.95% (+1.19%)

Analysis last updated: Monday, April 29, 2024 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.8272	6.34
$α$	0.0740	42.80
$β$	0.9905	698.03
$ν$	6	8.56

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