V-Lab: Edison International Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Edison International Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:18.24% (-0.31%)

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
$ω$	0.8738	8.37
$α$	0.0819	8.16
$β$	0.8685	58.40
$γ_{1}$	0.2010	4.94
$γ_{2}$	-0.2898	-4.27
$γ_{3}$	0.1876	3.46
$γ_{4}$	-0.2934	-5.73
$γ_{5}$	0.3721	6.67
$γ_{6}$	-0.2947	-5.80
$γ_{7}$	0.1798	3.67
$γ_{8}$	-0.0183	-0.32
$γ_{9}$	-0.1327	-1.66
$γ_{10}$	0.1223	1.69

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts