Hokkaido Electric Power Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.72% (-2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5023 | 10.36 | |
| 0.2285 | 10.75 | |
| 0.7475 | 53.27 | |
| -0.0928 | -3.26 |
Estimation Period:
Aug 6, 2020 to Feb 13, 2026
Aug 6, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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