Komatsu Mining Corp EGARCH Volatility Analysis
Inactive
Last recorded values (Thursday, April 6th, 2017):
1 Day
2.05%
1 Week
2.14%
1 Month
2.58%
Analysis last updated: Monday, March 1, 2021 at 08:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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
Other EGARCH Analyses on Equities