Komatsu Matere Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.24% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0964 | 13.50 | |
| 0.0429 | 19.42 | |
| 0.9210 | 413.37 | |
| 0.0368 | 7.26 |
Estimation Period:
Jan 11, 1990 to Feb 13, 2026
Jan 11, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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