Kobe Steel Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:27.31% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1024 | 20.21 | |
| 0.6382 | 62.02 | |
| 0.0946 | 11.36 | |
| 1.3566 | 2.39 | |
| 0.7945 | 2.90 | |
| 0.0000 | 0.00 |
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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