Mazda Motor Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:44.86% (+1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0371 | 14.65 | |
| 0.1557 | 42.59 | |
| 0.9837 | 1,088.16 | |
| -0.0438 | -12.82 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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