Subaru Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:54.56% (-3.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0837 | 7.35 | |
| 0.0907 | 6.89 | |
| 0.8631 | 43.71 | |
| -0.0548 | -1.59 | |
| 0.1364 | 2.37 | |
| -0.1761 | -3.54 | |
| 0.1748 | 3.83 | |
| -0.1159 | -3.12 | |
| 0.0197 | 0.55 | |
| 0.0307 | 0.78 | |
| 0.0169 | 0.40 | |
| -0.0587 | -1.60 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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