Kobe Steel Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:29.74% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3882 | 14.75 | |
| 0.1062 | 16.05 | |
| 0.8091 | 151.43 | |
| 0.0588 | 3.26 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Kobe Steel Ltd Analyses
Other GJR-GARCH Analyses on International Equities