Subaru Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:38.72% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2354 | 7.79 | |
| 0.0851 | 7.78 | |
| 0.8890 | 63.25 | |
| 0.0060 | 1.54 | |
| -0.0108 | -1.73 | |
| 0.0161 | 2.15 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
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