V-Lab: Tokyo Electric Power Co Holdings Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Tokyo Electric Power Co Holdings Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:43.14% (-3.07%)

Analysis last updated: Tuesday, April 30, 2024 at 10:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1441	3.32
$α$	0.1411	10.21
$β$	0.8419	55.71
$γ_{1}$	-0.1530	-1.81
$γ_{2}$	0.2723	2.44
$γ_{3}$	-0.1329	-1.59
$γ_{4}$	-0.0698	-0.81
$γ_{5}$	0.1208	1.52
$γ_{6}$	0.1920	2.46
$γ_{7}$	-0.5921	-4.60
$γ_{8}$	0.5667	3.12
$γ_{9}$	-0.1954	-1.20
$γ_{10}$	-0.1243	-0.59

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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