Kobe Steel Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.80% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8824 | 7.75 | |
| 0.1332 | 8.95 | |
| 0.7938 | 35.54 | |
| 0.0260 | 0.91 | |
| -0.0226 | -0.53 | |
| -0.0318 | -1.28 | |
| 0.0515 | 2.58 | |
| -0.0433 | -2.10 | |
| 0.0570 | 2.66 | |
| -0.0896 | -4.01 | |
| 0.0807 | 3.56 |
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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