V-Lab
Kobe Steel Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, April 15th, 2024:28.19% (-0.72%)
Analysis last updated: Sunday, April 14, 2024 at 12:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4372 | 14.69 | |
| 0.1291 | 35.79 | |
| 0.8059 | 141.54 | |
| 0.2452 | 3.04 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024
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