Subaru Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:36.65% (-3.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0642 | 15.60 | |
| 0.6873 | 50.40 | |
| 0.1148 | 17.00 | |
| 0.0704 | 2.40 | |
| 0.0443 | 3.24 | |
| 0.9428 | 51.92 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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