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Chugoku Electric Power Co Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.47% (-2.29%)
Analysis last updated: Tuesday, February 10, 2026 at 09:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chugoku Electric Power Co SGARCH
paramt-stat
ω1.56685.39
α0.13788.60
β0.799038.83
γ1-0.0534-1.36
γ20.14362.48
γ3-0.1745-4.12
γ40.16384.69
γ5-0.0924-2.59
γ60.00060.01
γ7-0.0397-0.83
γ80.17183.48
γ9-0.2480-3.33
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts