V-Lab
Kobe Steel Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:31.78% (+2.21%)
Analysis last updated: Thursday, May 2, 2024 at 10:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4264 | 16.62 | |
| 0.1266 | 34.22 | |
| 0.8117 | 137.36 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
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