V-Lab: Tokyo Electric Power Co Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Tokyo Electric Power Co Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:72.61% (+1.57%)

Analysis last updated: Wednesday, April 17, 2024 at 10:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1654	3.33
$α$	0.1383	10.08
$β$	0.8453	56.34
$γ_{1}$	-0.1408	-1.65
$γ_{2}$	0.2516	2.22
$γ_{3}$	-0.1196	-1.41
$γ_{4}$	-0.0744	-0.85
$γ_{5}$	0.1169	1.45
$γ_{6}$	0.2020	2.53
$γ_{7}$	-0.6045	-4.60
$γ_{8}$	0.5835	3.26
$γ_{9}$	-0.2326	-1.66
$γ_{10}$	-0.0165	-0.24

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Tokyo Electric Power Co Holdings Inc Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH