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V-Lab

Subaru Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.80% (+7.81%)
Analysis last updated: Sunday, February 8, 2026 at 01:46 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Subaru Corp S0GARCH
paramt-stat
ω1.08197.38
α0.08946.83
β0.864243.74
γ1-0.0546-1.59
γ20.13542.36
γ3-0.1730-3.50
γ40.16943.76
γ5-0.1105-3.04
γ60.01630.46
γ70.03310.85
γ80.01280.30
γ9-0.0539-1.48
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts