Komatsu Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:40.36% (-2.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2551 | 8.10 | |
| 0.1100 | 9.08 | |
| 0.8348 | 50.92 | |
| 0.0677 | 4.33 | |
| -0.1042 | -4.38 | |
| 0.0476 | 2.98 | |
| -0.0159 | -1.10 | |
| 0.0104 | 0.68 | |
| -0.0071 | -0.63 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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