V-Lab
V-Lab
Komatsu Mining Corp GARCH Volatility Analysis
Volatility Prediction for Thursday, April 6th, 2017:1.69% (-0.05%)

Analysis last updated: Monday, March 1, 2021 at 08:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

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graph of Komatsu Mining Corp GARCH
paramt-stat
ω0.00010.36
α0.064554.12
β0.93551012.50
Estimation Period:
Jun 11, 2001 to Mar 31, 2017
Impact of return on volatility tomorrow
Volatility Forecasts