Kobe Steel Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.07% (+5.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8860 | 7.76 | |
| 0.1335 | 8.97 | |
| 0.7937 | 35.55 | |
| 0.0269 | 0.95 | |
| -0.0241 | -0.57 | |
| -0.0307 | -1.23 | |
| 0.0504 | 2.52 | |
| -0.0421 | -2.04 | |
| 0.0557 | 2.58 | |
| -0.0884 | -3.98 | |
| 0.0802 | 3.55 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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