Kobe Steel Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:22.67% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7576 | 8.88 | |
| 0.1352 | 9.11 | |
| 0.7939 | 35.88 | |
| 0.0005 | 0.09 | |
| -0.0081 | -1.14 | |
| 0.0185 | 3.68 | |
| -0.0381 | -3.93 |
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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