Kobe Steel Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:30.25% (-2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1328 | 14.14 | |
| 0.2539 | 38.32 | |
| 0.9313 | 228.93 | |
| -0.0319 | -4.19 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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