V-Lab: Edison International Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Edison International Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:17.67% (+0.18%)

Analysis last updated: Monday, May 13, 2024 at 11:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0262	21.96
$α$	0.1756	59.50
$β$	0.8244	265.60
$γ$	0.1302	17.70
$δ$	1.0668	24.34

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts