V-Lab
Subaru Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:35.84% (-1.51%)
Analysis last updated: Saturday, May 4, 2024 at 11:47 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1256 | 13.71 | |
| 0.0464 | 18.63 | |
| 0.8981 | 283.05 | |
| 0.0722 | 11.22 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024