Subaru Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.80% (+7.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0819 | 7.38 | |
| 0.0894 | 6.83 | |
| 0.8642 | 43.74 | |
| -0.0546 | -1.59 | |
| 0.1354 | 2.36 | |
| -0.1730 | -3.50 | |
| 0.1694 | 3.76 | |
| -0.1105 | -3.04 | |
| 0.0163 | 0.46 | |
| 0.0331 | 0.85 | |
| 0.0128 | 0.30 | |
| -0.0539 | -1.48 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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