V-Lab
Tokyo Electric Power Co Holdings Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 14th, 2024:32.09% (-0.49%)
Analysis last updated: Wednesday, May 15, 2024 at 02:49 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1382 | 3.33 | |
| 0.1420 | 10.21 | |
| 0.8405 | 55.09 | |
| -0.1532 | -1.83 | |
| 0.2733 | 2.46 | |
| -0.1351 | -1.64 | |
| -0.0674 | -0.79 | |
| 0.1229 | 1.56 | |
| 0.1816 | 2.38 | |
| -0.5799 | -4.62 | |
| 0.5616 | 3.14 | |
| -0.1943 | -1.20 | |
| -0.1384 | -0.66 |
Estimation Period:
Jan 3, 1990 to May 10, 2024
Jan 3, 1990 to May 10, 2024
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