Kobe Steel Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.96% (+0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4020 | 15.08 | |
| 0.1381 | 37.61 | |
| 0.8019 | 149.61 | |
| 0.2683 | 3.49 |
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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