Hokuriku Electric Industry Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.35% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5235 | 8.65 | |
| 0.1233 | 7.55 | |
| 0.7946 | 30.49 | |
| 0.0328 | 1.26 | |
| -0.0033 | -0.08 | |
| -0.0947 | -3.72 | |
| 0.1212 | 5.06 | |
| -0.0879 | -3.03 | |
| 0.0498 | 1.51 | |
| -0.0367 | -0.96 | |
| 0.0272 | 0.48 |
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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