Komatsu Mining Corp MEM Volatility Analysis
Inactive
Last recorded values (Thursday, April 6th, 2017):
1 Day
2.96%
1 Week
2.97%
1 Month
3.00%
Analysis last updated: Wednesday, April 5, 2017 at 10:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0001 | 0.24 | |
| 0.0982 | 32.46 | |
| 0.9018 | 248.49 |
Estimation Period:
Jun 14, 2001 to Mar 31, 2017
Jun 14, 2001 to Mar 31, 2017
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