Kobe Steel Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:36.17% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3974 | 17.87 | |
| 0.1376 | 35.56 | |
| 0.8055 | 142.66 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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