Subaru Enterprise Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.84% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2392 | 6.11 | |
| 0.1810 | 7.69 | |
| 0.7401 | 22.45 | |
| 0.0424 | 2.05 | |
| -0.0698 | -2.11 | |
| 0.0445 | 1.51 | |
| -0.0117 | -0.35 | |
| -0.0161 | -0.49 | |
| 0.0339 | 1.06 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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