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, May 1st, 2024:44.20% (-2.48%)

Analysis last updated: Wednesday, May 1, 2024 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1366	3.26
$α$	0.1385	10.06
$β$	0.8449	56.04
$γ_{1}$	-0.1431	-1.66
$γ_{2}$	0.2537	2.23
$γ_{3}$	-0.1198	-1.43
$γ_{4}$	-0.0748	-0.87
$γ_{5}$	0.1215	1.52
$γ_{6}$	0.1925	2.47
$γ_{7}$	-0.5970	-4.70
$γ_{8}$	0.5849	3.33
$γ_{9}$	-0.2401	-1.73
$γ_{10}$	-0.0103	-0.15

Estimation Period:
Jan 3, 1990 to Apr 26, 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