Komatsu Mining Corp GARCH Volatility Analysis
Inactive
Last recorded values (Thursday, April 6th, 2017):
1 Day
1.69%
1 Week
1.70%
1 Month
1.73%
Analysis last updated: Monday, March 1, 2021 at 08:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0001 | 0.36 | |
| 0.0645 | 54.12 | |
| 0.9355 | 1,012.50 |
Estimation Period:
Jun 11, 2001 to Mar 31, 2017
Jun 11, 2001 to Mar 31, 2017
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