V-Lab
Komatsu Ltd APARCH Volatility Analysis
Volatility Prediction for Tuesday, May 14th, 2024:31.55% (-0.73%)
Analysis last updated: Wednesday, May 15, 2024 at 03:44 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0599 | 21.02 | |
| 0.0777 | 33.41 | |
| 0.9157 | 393.50 | |
| 0.4262 | 22.29 | |
| 1.1927 | 33.13 |
Estimation Period:
Jan 3, 1990 to May 10, 2024
Jan 3, 1990 to May 10, 2024