Kobe Steel Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:29.51% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3973 | 17.89 | |
| 0.1373 | 35.56 | |
| 0.8057 | 142.90 |
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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