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

V-Lab

| |

V-Lab

Mazda Motor Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:49.02% (+0.51%)

Analysis last updated: Friday, May 3, 2024 at 11:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0063	4.90
$α$	0.0936	9.82
$β$	0.8780	79.37
$γ_{1}$	-0.0088	-0.17
$γ_{2}$	0.0502	0.65
$γ_{3}$	-0.1297	-2.57
$γ_{4}$	0.1824	4.64
$γ_{5}$	-0.1523	-4.02
$γ_{6}$	0.0594	1.52
$γ_{7}$	0.0457	1.22
$γ_{8}$	-0.0768	-2.87

Estimation Period:
Jan 3, 1990 to May 2, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts