Subaru Enterprise Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.38% (-2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0550 | 3.45 | |
| 0.1822 | 7.86 | |
| 0.7397 | 22.11 | |
| 0.0050 | 0.06 | |
| 0.0467 | 0.42 | |
| -0.1161 | -1.82 | |
| 0.0825 | 1.36 | |
| 0.0138 | 0.23 | |
| -0.0730 | -0.80 | |
| 0.1105 | 1.24 | |
| -0.1432 | -1.72 | |
| 0.1240 | 1.66 | |
| -0.0691 | -1.52 |
Estimation Period:
Jan 5, 1990 to Feb 10, 2026
Jan 5, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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