Komatsu Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:54.64% (-3.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.8860 | 7.97 | |
| 0.0839 | 29.73 | |
| 0.9833 | 438.18 | |
| 6.8044 | 7.03 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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