Chubu Electric Power Co Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:28.14% (+1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0266 | 16.46 | |
| 0.0819 | 19.84 | |
| 0.8977 | 304.11 | |
| 0.0336 | 4.47 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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