Kobe Steel Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.98% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1025 | 20.21 | |
| 0.6376 | 61.89 | |
| 0.0947 | 11.37 | |
| 1.3497 | 2.42 | |
| 0.7955 | 2.95 | |
| 0.0000 | 0.00 |
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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