Subaru Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.75% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0629 | 15.41 | |
| 0.6905 | 50.63 | |
| 0.1139 | 16.97 | |
| 0.0697 | 2.39 | |
| 0.0441 | 3.22 | |
| 0.9430 | 51.81 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
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