Komatsu Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:37.09% (-2.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0551 | 16.79 | |
| 0.1764 | 35.90 | |
| 0.9687 | 658.98 | |
| -0.0598 | -14.76 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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