Komatsu Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:41.18% (-2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1518 | 16.38 | |
| 0.1012 | 41.35 | |
| 0.8619 | 287.12 | |
| 0.7144 | 20.28 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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