Komatsu Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.43% (-2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1798 | 20.95 | |
| 0.0484 | 16.49 | |
| 0.8714 | 295.17 | |
| 0.0984 | 14.69 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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