Kobe Steel Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.99% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3888 | 14.75 | |
| 0.1062 | 16.05 | |
| 0.8089 | 151.28 | |
| 0.0591 | 3.27 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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