Mazda Motor Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:37.78% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0370 | 14.65 | |
| 0.1557 | 42.42 | |
| 0.9837 | 1,089.38 | |
| -0.0436 | -12.74 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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