Komatsu Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.86% (-3.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1745 | 24.59 | |
| 0.1028 | 39.84 | |
| 0.8666 | 284.05 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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