Komatsu Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:34.39% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0520 | 16.27 | |
| 0.7812 | 85.26 | |
| 0.1232 | 24.17 | |
| 0.1266 | 1.92 | |
| 0.0792 | 1.69 | |
| 0.8965 | 14.93 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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