Skip to main content
V-Lab

Tokyo Electric Power Co Holdings Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:46.22% (-2.06%)
Analysis last updated: Saturday, February 21, 2026 at 09:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tokyo Electric Power Co Holdings Inc SGARCH
paramt-stat
ω1.13973.26
α0.142010.34
β0.842455.97
γ1-0.1249-1.70
γ20.25232.57
γ3-0.2084-4.10
γ40.02480.47
γ50.32954.38
γ6-0.5925-5.08
γ70.51193.75
γ8-0.2530-2.32
γ90.04930.44
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts