Hokuriku Electric Industry Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.90% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4973 | 8.53 | |
| 0.1232 | 7.58 | |
| 0.7938 | 30.72 | |
| 0.0313 | 1.20 | |
| -0.0030 | -0.08 | |
| -0.0909 | -3.58 | |
| 0.1157 | 4.84 | |
| -0.0828 | -2.87 | |
| 0.0468 | 1.47 | |
| -0.0372 | -1.18 | |
| 0.0357 | 1.52 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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