Subaru Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:43.56% (+0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0484 | 13.56 | |
| 0.1609 | 30.50 | |
| 0.9752 | 601.59 | |
| -0.0521 | -11.25 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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