V-Lab
Subaru Corp EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:35.21% (-1.33%)
Analysis last updated: Friday, May 17, 2024 at 12:03 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0494 | 15.44 | |
| 0.1734 | 35.36 | |
| 0.9742 | 615.42 | |
| -0.0516 | -12.04 |
Estimation Period:
Jan 3, 1990 to May 10, 2024
Jan 3, 1990 to May 10, 2024