Subaru Corp GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.64% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1333 | 18.63 | |
| 0.0819 | 29.05 | |
| 0.8965 | 260.77 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities