V-Lab
V-Lab

Kansai Electric Power Co Inc/The Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:37.78% (-1.92%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kansai Electric Power Co Inc/The SGARCH
paramt-stat
ω1.15915.15
α0.10206.95
β0.856345.00
γ1-0.1113-1.91
γ20.24372.54
γ3-0.2606-3.33
γ40.23113.83
γ5-0.1536-2.76
γ60.12102.30
γ7-0.1650-3.66
γ80.12932.63
γ90.02480.39
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts