Mazda Motor Corp EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:45.11% (-2.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0373 | 14.74 | |
| 0.1564 | 42.56 | |
| 0.9836 | 1,086.88 | |
| -0.0437 | -12.75 |
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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