Chugoku Electric Power Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.67% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 19.05 | |
| 0.0827 | 18.55 | |
| 0.9007 | 330.04 | |
| 0.0300 | 3.78 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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