Komatsu Wall Industry Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.21% (+1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0662 | 15.66 | |
| 0.0798 | 19.17 | |
| 0.8912 | 270.80 | |
| 0.0388 | 5.62 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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