V-Lab
V-Lab
Kansai Electric Power Co Inc/The Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:33.32% (+0.59%)

Analysis last updated: Sunday, May 19, 2024 at 12:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kansai Electric Power Co Inc/The SGARCH
paramt-stat
ω1.16165.17
α0.10196.94
β0.856244.88
γ1-0.1102-1.90
γ20.24222.54
γ3-0.2602-3.34
γ40.23133.84
γ5-0.1541-2.76
γ60.12102.29
γ7-0.1650-3.63
γ80.13112.65
γ90.01820.28
Estimation Period:
Jan 3, 1990 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts