V-Lab
Kobe Steel Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:29.78% (-1.20%)
Analysis last updated: Sunday, May 5, 2024 at 12:08 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4179 | 14.02 | |
| 0.1004 | 14.49 | |
| 0.8141 | 143.74 | |
| 0.0507 | 2.83 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
News Impact Curve
Volatility Forecasts
Other Kobe Steel Ltd Analyses