Kobe Steel Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:32.61% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1331 | 14.14 | |
| 0.2542 | 38.32 | |
| 0.9312 | 228.51 | |
| -0.0319 | -4.19 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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