Komatsu Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.75% (-2.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0522 | 16.30 | |
| 0.7823 | 85.67 | |
| 0.1225 | 24.02 | |
| 0.1272 | 1.92 | |
| 0.0796 | 1.68 | |
| 0.8961 | 14.83 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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