Kobe Steel Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:28.90% (-1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.4369 | 9.14 | |
| 0.0864 | 29.32 | |
| 0.9740 | 311.17 | |
| 5.8767 | 7.27 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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