Hokkaido Electric Power Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.30% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0193 | 15.74 | |
| 0.0795 | 24.38 | |
| 0.9131 | 369.84 | |
| 0.0147 | 2.61 |
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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