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V-Lab

Kobe Steel Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.80% (-0.87%)
Analysis last updated: Friday, February 13, 2026 at 09:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kobe Steel Ltd S0GARCH
paramt-stat
ω0.88247.75
α0.13328.95
β0.793835.54
γ10.02600.91
γ2-0.0226-0.53
γ3-0.0318-1.28
γ40.05152.58
γ5-0.0433-2.10
γ60.05702.66
γ7-0.0896-4.01
γ80.08073.56
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts