Kobe Steel Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:29.29% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4012 | 15.07 | |
| 0.1380 | 37.60 | |
| 0.8020 | 149.69 | |
| 0.2679 | 3.49 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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