V-Lab: Kansai Electric Power Co Inc/The Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kansai Electric Power Co Inc/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:34.59% (-2.04%)

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
$ω$	1.1874	5.19
$α$	0.1011	6.98
$β$	0.8584	46.05
$γ_{1}$	-0.0997	-1.70
$γ_{2}$	0.2234	2.33
$γ_{3}$	-0.2434	-3.11
$γ_{4}$	0.2141	3.53
$γ_{5}$	-0.1385	-2.44
$γ_{6}$	0.1133	2.10
$γ_{7}$	-0.1720	-3.73
$γ_{8}$	0.1620	3.24
$γ_{9}$	-0.0737	-1.68

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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