Komatsu Mining Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0238 | 9.37 | |
| 0.1554 | 33.63 | |
| 0.9951 | 1,186.09 | |
| -0.0499 | -14.03 |
Estimation Period:
Jun 11, 2001 to Mar 31, 2017
Jun 11, 2001 to Mar 31, 2017
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities