Komatsu Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.25% (-2.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.8719 | 7.95 | |
| 0.0836 | 29.65 | |
| 0.9833 | 437.80 | |
| 6.7951 | 7.02 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
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