V-Lab: Subaru Corp MF2-GARCH Volatility Analysis

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V-Lab

Subaru Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:34.36% (-2.40%)

Analysis last updated: Friday, May 17, 2024 at 12:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0624	15.20
$β$	0.7128	51.57
$γ$	0.1077	17.04
$λ_{1}$	0.0801	2.93
$λ_{2}$	0.0511	3.53
$λ_{3}$	0.9336	50.94

Estimation Period:
Jan 3, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts