V-Lab
Tokyo Electric Power Co Holdings Inc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:37.07% (-3.98%)
Analysis last updated: Tuesday, May 7, 2024 at 10:54 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0473 | 8.08 | |
| 0.2698 | 32.67 | |
| 0.9811 | 396.90 | |
| -0.0103 | -0.68 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
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