V-Lab: Komatsu Mining Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Komatsu Mining Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 6th, 2017:2.23% (-0.08%)

Analysis last updated: Monday, March 1, 2021 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5870	8.85
$α$	0.0596	86.06
$β$	0.9990	6842.47
$ν$	4	189.21

Estimation Period:
Jun 11, 2001 to Mar 31, 2017