Komatsu Mining Corp AGARCH Volatility Analysis
Inactive
Last recorded values (Thursday, April 6th, 2017):
1 Day
1.41%
1 Week
1.50%
1 Month
1.83%
Analysis last updated: Wednesday, April 5, 2017 at 10:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0034 | -2.31 | |
| 0.0939 | 54.26 | |
| 0.9209 | 775.85 | |
| 0.1994 | 4.86 |
Estimation Period:
Jun 11, 2001 to Mar 31, 2017
Jun 11, 2001 to Mar 31, 2017
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