V-Lab: Komatsu Ltd MF2-GARCH Volatility Analysis

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V-Lab

Komatsu Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:36.28% (-1.99%)

Analysis last updated: Tuesday, April 30, 2024 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0330	14.10
$β$	0.8267	105.00
$γ$	0.1161	24.88
$λ_{1}$	0.1199	1.86
$λ_{2}$	0.0780	1.60
$λ_{3}$	0.8988	14.58

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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Volatility Forecasts