V-Lab: Edison International Asy. MEM Volatility Analysis

V-Lab

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V-Lab

Edison International Asy. MEM Volatility Analysis

Volatility Prediction for Monday, May 13th, 2024:17.86% (-0.62%)

Analysis last updated: Friday, May 10, 2024 at 10:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0230	23.00
$α$	0.1070	32.17
$β$	0.8534	350.48
$γ$	0.0727	12.65

Estimation Period:
Jan 2, 1990 to May 10, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts