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V-Lab

Kobe Steel Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:25.63% (-1.52%)
Analysis last updated: Saturday, February 21, 2026 at 10:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kobe Steel Ltd S0GARCH
paramt-stat
ω0.87987.72
α0.13388.98
β0.793335.50
γ10.02500.88
γ2-0.0217-0.51
γ3-0.0313-1.26
γ40.05052.53
γ5-0.0422-2.04
γ60.05572.58
γ7-0.0883-3.99
γ80.08013.56
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts