V-Lab
Subaru Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:38.57% (+4.95%)
Analysis last updated: Wednesday, May 1, 2024 at 11:13 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1253 | 13.72 | |
| 0.0466 | 18.67 | |
| 0.8982 | 283.07 | |
| 0.0717 | 11.15 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024