Subaru Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:57.86% (-2.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1281 | 13.86 | |
| 0.0411 | 18.27 | |
| 0.9032 | 267.28 | |
| 0.0722 | 10.66 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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