V-Lab: Kobe Steel Ltd MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Kobe Steel Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:42.56% (-6.62%)

Analysis last updated: Friday, May 17, 2024 at 12:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0974	19.14
$β$	0.6631	61.44
$γ$	0.0778	9.86
$λ_{1}$	1.6950	1.29
$λ_{2}$	0.7435	1.36
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 3, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts