Tokyo Electric Power Co Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:61.12% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0554 | 8.90 | |
| 0.1069 | 20.79 | |
| 0.8729 | 206.86 | |
| 0.0403 | 3.59 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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