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

V-Lab

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V-Lab

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

Volatility Prediction for Monday, April 22nd, 2024:62.14% (-4.59%)

Analysis last updated: Sunday, April 21, 2024 at 12:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1351	3.27
$α$	0.1386	10.05
$β$	0.8446	55.75
$γ_{1}$	-0.1445	-1.68
$γ_{2}$	0.2545	2.24
$γ_{3}$	-0.1168	-1.39
$γ_{4}$	-0.0789	-0.91
$γ_{5}$	0.1197	1.49
$γ_{6}$	0.2032	2.55
$γ_{7}$	-0.6062	-4.68
$γ_{8}$	0.5817	3.29
$γ_{9}$	-0.2302	-1.66
$γ_{10}$	-0.0163	-0.24

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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