Komatsu Mining Corp GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Thursday, April 6th, 2017):
1 Day
2.23%
1 Week
2.29%
1 Month
2.53%
Analysis last updated: Thursday, March 26, 2026 at 05:18 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5870 | 8.85 | |
| 0.0596 | 86.06 | |
| 0.9990 | 6,842.47 | |
| 3.5981 | 189.21 |
Estimation Period:
Jun 11, 2001 to Mar 31, 2017
Jun 11, 2001 to Mar 31, 2017
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