V-Lab
Tokyo Electric Power Co Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:46.97% (-1.22%)
Analysis last updated: Friday, May 3, 2024 at 10:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0524 | 8.84 | |
| 0.1040 | 19.70 | |
| 0.8752 | 203.77 | |
| 0.0416 | 3.59 |
Estimation Period:
Jan 3, 1990 to May 2, 2024
Jan 3, 1990 to May 2, 2024
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