V-Lab
Chubu Electric Power Co Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 15th, 2024:25.29% (-1.24%)
Analysis last updated: Saturday, April 13, 2024 at 11:36 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9434 | 6.03 | |
| 0.1107 | 8.52 | |
| 0.8723 | 61.36 | |
| 0.0107 | 5.94 | |
| -0.0137 | -6.02 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024
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