Tokyo Electric Power Co Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:46.65% (-1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0556 | 8.91 | |
| 0.1070 | 20.79 | |
| 0.8727 | 206.35 | |
| 0.0406 | 3.61 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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