Komatsu Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:49.90% (-3.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1745 | 24.59 | |
| 0.1028 | 39.89 | |
| 0.8667 | 284.25 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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