Komatsu Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.44% (-2.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1802 | 21.00 | |
| 0.0489 | 16.75 | |
| 0.8709 | 295.03 | |
| 0.0981 | 14.67 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities