V-Lab
V-Lab
Komatsu Mining Corp Asy. MEM Volatility Analysis
Volatility Prediction for Thursday, April 6th, 2017:2.87% (+0.23%)

Analysis last updated: Wednesday, April 5, 2017 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Komatsu Mining Corp AMEM
paramt-stat
ω0.00032.26
α0.072916.60
β0.9018294.69
γ0.050712.02
Estimation Period:
Jun 14, 2001 to Mar 31, 2017
Impact of return on volatility tomorrow
Volatility Forecasts