V-Lab: Edison International APARCH Volatility Analysis

V-Lab

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V-Lab

Edison International APARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:16.56% (-0.17%)

Analysis last updated: Thursday, May 9, 2024 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0325	18.09
$α$	0.0721	29.80
$β$	0.9217	505.06
$γ$	0.4959	16.24
$δ$	1.4159	38.16

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts