Kobe Steel Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:25.63% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8798 | 7.72 | |
| 0.1338 | 8.98 | |
| 0.7933 | 35.50 | |
| 0.0250 | 0.88 | |
| -0.0217 | -0.51 | |
| -0.0313 | -1.26 | |
| 0.0505 | 2.53 | |
| -0.0422 | -2.04 | |
| 0.0557 | 2.58 | |
| -0.0883 | -3.99 | |
| 0.0801 | 3.56 |
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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