Tohoku Electric Power Co Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.05% (+1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0580 | 7.63 | |
| 0.0839 | 20.47 | |
| 0.8938 | 283.93 | |
| 0.0138 | 1.54 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Tohoku Electric Power Co Inc Analyses
Other GJR-GARCH Analyses on International Equities