V-Lab: Chubu Electric Power Co Inc MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Chubu Electric Power Co Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:31.75% (-2.36%)

Analysis last updated: Tuesday, April 30, 2024 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.1042	24.82
$β$	0.8274	141.39
$γ$	0.0381	6.21
$λ_{1}$	0.0061	9.63
$λ_{2}$	0.0305	8.84
$λ_{3}$	0.9673	255.77

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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