Komatsu Ltd MEM Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:46.14% (-2.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0908 | 10.05 | |
| 0.1637 | 48.18 | |
| 0.8239 | 314.58 |
Estimation Period:
Nov 30, 1990 to Feb 20, 2026
Nov 30, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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