V-Lab: Mazda Motor Corp APARCH Volatility Analysis

V-Lab

| |

V-Lab

Mazda Motor Corp APARCH Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:42.05% (+7.71%)

Analysis last updated: Wednesday, May 15, 2024 at 03:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0588	17.16
$α$	0.0828	37.22
$β$	0.9172	480.24
$γ$	0.2173	13.57
$δ$	1.5497	33.83

Estimation Period:
Jan 3, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts