Komatsu Mining Corp GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Thursday, April 6th, 2017):
1 Day
1.59%
1 Week
1.60%
1 Month
1.64%
Analysis last updated: Monday, March 1, 2021 at 08:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0001 | 0.48 | |
| 0.0412 | 18.03 | |
| 0.9369 | 939.72 | |
| 0.0439 | 10.10 |
Estimation Period:
Jun 11, 2001 to Mar 31, 2017
Jun 11, 2001 to Mar 31, 2017
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