V-Lab
Komatsu Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:29.03% (-0.05%)
Analysis last updated: Saturday, April 20, 2024 at 01:25 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1247 | 21.86 | |
| 0.0839 | 38.45 | |
| 0.8940 | 346.52 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024