V-Lab
V-Lab

Mazda Motor Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:37.55% (-1.11%)

Analysis last updated: Friday, March 29, 2024 at 12:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Mazda Motor Corp S0GARCH
paramt-stat
ω0.96294.67
α0.09399.82
β0.877979.39
γ1-0.0176-0.34
γ20.06220.78
γ3-0.1347-2.64
γ40.18484.66
γ5-0.1523-3.98
γ60.05731.46
γ70.04851.28
γ8-0.0785-2.90
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts