Komatsu Mining Corp APARCH Volatility Analysis
Inactive
Last recorded values (Thursday, April 6th, 2017):
1 Day
1.57%
1 Week
1.59%
1 Month
1.63%
Analysis last updated: Wednesday, April 5, 2017 at 10:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0001 | 0.81 | |
| 0.0603 | 39.77 | |
| 0.9397 | 548.55 | |
| 0.2100 | 11.36 | |
| 1.8957 | 29.14 |
Estimation Period:
Jun 11, 2001 to Mar 31, 2017
Jun 11, 2001 to Mar 31, 2017
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