V-Lab: Mazda Motor Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Mazda Motor Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:34.23% (+0.37%)

Analysis last updated: Wednesday, April 17, 2024 at 10:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0052	4.88
$α$	0.0936	9.82
$β$	0.8779	79.31
$γ_{1}$	-0.0095	-0.19
$γ_{2}$	0.0514	0.66
$γ_{3}$	-0.1306	-2.58
$γ_{4}$	0.1830	4.64
$γ_{5}$	-0.1523	-4.00
$γ_{6}$	0.0590	1.51
$γ_{7}$	0.0455	1.21
$γ_{8}$	-0.0758	-2.81

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts