Komatsu Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:45.14% (-3.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0519 | 16.16 | |
| 0.7823 | 85.68 | |
| 0.1227 | 24.00 | |
| 0.1269 | 1.92 | |
| 0.0794 | 1.69 | |
| 0.8963 | 14.89 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
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