V-Lab
V-Lab
Komatsu Mining Corp APARCH Volatility Analysis
Volatility Prediction for Thursday, April 6th, 2017:1.57% (-0.05%)

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 APARCH
paramt-stat
ω0.00010.81
α0.060339.77
β0.9397548.55
γ0.210011.36
δ1.895729.14
Estimation Period:
Jun 11, 2001 to Mar 31, 2017
Impact of return on volatility tomorrow
Volatility Forecasts