Komatsu Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:57.77% (-3.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1345 | 15.34 | |
| 0.0959 | 43.38 | |
| 0.8687 | 314.74 | |
| 0.7776 | 23.20 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities