Subaru Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:48.78% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1279 | 13.88 | |
| 0.0411 | 18.28 | |
| 0.9034 | 267.83 | |
| 0.0717 | 10.65 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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