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Hokkaido Electric Power Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.01% (-2.13%)
Analysis last updated: Sunday, February 15, 2026 at 02:10 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hokkaido Electric Power Co SGARCH
paramt-stat
ω1.43216.27
α0.13567.69
β0.789832.27
γ1-0.0714-1.47
γ20.17262.48
γ3-0.1706-3.99
γ40.15793.81
γ5-0.1637-3.51
γ60.18374.53
γ7-0.2370-5.74
γ80.17783.80
γ9-0.0382-0.78
γ100.02430.30
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts