Komatsu Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:44.55% (-2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1756 | 24.65 | |
| 0.1028 | 39.88 | |
| 0.8663 | 283.29 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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