V-Lab: Kansai Electric Power Co Inc/The Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kansai Electric Power Co Inc/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:36.37% (-2.09%)

Analysis last updated: Sunday, April 21, 2024 at 12:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1447	5.06
$α$	0.1015	7.00
$β$	0.8565	45.39
$γ_{1}$	-0.1056	-1.79
$γ_{2}$	0.2315	2.41
$γ_{3}$	-0.2479	-3.19
$γ_{4}$	0.2188	3.64
$γ_{5}$	-0.1425	-2.56
$γ_{6}$	0.1159	2.20
$γ_{7}$	-0.1753	-3.91
$γ_{8}$	0.1658	3.38
$γ_{9}$	-0.0755	-1.75

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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