V-Lab: Kansai Electric Power Co Inc/The Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kansai Electric Power Co Inc/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:35.83% (-2.16%)

Analysis last updated: Tuesday, May 7, 2024 at 10:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1890	5.19
$α$	0.1008	6.98
$β$	0.8589	46.18
$γ_{1}$	-0.0993	-1.69
$γ_{2}$	0.2229	2.32
$γ_{3}$	-0.2432	-3.11
$γ_{4}$	0.2140	3.52
$γ_{5}$	-0.1384	-2.44
$γ_{6}$	0.1134	2.10
$γ_{7}$	-0.1723	-3.73
$γ_{8}$	0.1625	3.25
$γ_{9}$	-0.0741	-1.70

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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