Komatsu Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:38.92% (-2.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2748 | 8.22 | |
| 0.1119 | 8.97 | |
| 0.8314 | 49.62 | |
| 0.0705 | 4.53 | |
| -0.1090 | -4.60 | |
| 0.0516 | 3.25 | |
| -0.0210 | -1.46 | |
| 0.0186 | 1.17 | |
| -0.0260 | -1.17 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities