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V-Lab

Shikoku Electric Power Co Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.32% (-0.38%)
Analysis last updated: Wednesday, February 11, 2026 at 11:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shikoku Electric Power Co SGARCH
paramt-stat
ω1.55626.71
α0.09709.44
β0.848652.51
γ1-0.0642-1.57
γ20.17102.77
γ3-0.1885-4.82
γ40.14134.41
γ5-0.0429-1.17
γ6-0.0625-1.23
γ70.03960.74
γ80.03790.85
γ9-0.0789-1.50
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts