Kobe Steel Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.27% (-2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1330 | 14.13 | |
| 0.2542 | 38.32 | |
| 0.9312 | 228.52 | |
| -0.0320 | -4.20 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Kobe Steel Ltd Analyses
Other EGARCH Analyses on International Equities