Komatsu Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:66.06% (-2.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1663 | 24.41 | |
| 0.0992 | 40.43 | |
| 0.8712 | 298.05 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities