V-Lab
V-Lab
Komatsu Mining Corp AGARCH Volatility Analysis
Volatility Prediction for Thursday, April 6th, 2017:1.41% (+0.11%)

Analysis last updated: Wednesday, April 5, 2017 at 10:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Komatsu Mining Corp AGARCH
paramt-stat
ω-0.0034-2.31
α0.093954.26
β0.9209775.85
γ0.19944.86
Estimation Period:
Jun 11, 2001 to Mar 31, 2017
Impact of return on volatility tomorrow
Volatility Forecasts