Komatsu Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:56.05% (-4.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2571 | 8.07 | |
| 0.1096 | 9.08 | |
| 0.8360 | 51.34 | |
| 0.0679 | 4.32 | |
| -0.1045 | -4.36 | |
| 0.0477 | 2.96 | |
| -0.0160 | -1.10 | |
| 0.0106 | 0.69 | |
| -0.0073 | -0.65 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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