Komatsu Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:37.17% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1806 | 20.98 | |
| 0.0483 | 16.74 | |
| 0.8710 | 295.06 | |
| 0.0989 | 14.86 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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