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V-Lab

Kobe Steel Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.07% (+5.19%)
Analysis last updated: Sunday, February 15, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kobe Steel Ltd S0GARCH
paramt-stat
ω0.88607.76
α0.13358.97
β0.793735.55
γ10.02690.95
γ2-0.0241-0.57
γ3-0.0307-1.23
γ40.05042.52
γ5-0.0421-2.04
γ60.05572.58
γ7-0.0884-3.98
γ80.08023.55
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts