Komatsu Mining Corp Asy. MEM Volatility Analysis
Inactive
Last recorded values (Thursday, April 6th, 2017):
1 Day
2.87%
1 Week
2.89%
1 Month
2.99%
Analysis last updated: Wednesday, April 5, 2017 at 10:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 2.26 | |
| 0.0729 | 16.60 | |
| 0.9018 | 294.69 | |
| 0.0507 | 12.02 |
Estimation Period:
Jun 14, 2001 to Mar 31, 2017
Jun 14, 2001 to Mar 31, 2017
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