V-Lab
Tokyo Electric Power Co Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:63.27% (-4.21%)
Analysis last updated: Sunday, April 21, 2024 at 12:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0521 | 8.80 | |
| 0.1036 | 19.67 | |
| 0.8757 | 204.07 | |
| 0.0414 | 3.58 |
Estimation Period:
Jan 3, 1990 to Apr 19, 2024
Jan 3, 1990 to Apr 19, 2024
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