Subaru Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:50.30% (-3.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0485 | 13.56 | |
| 0.1612 | 30.51 | |
| 0.9752 | 601.21 | |
| -0.0523 | -11.27 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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