Mazda Motor Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.37% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0369 | 14.62 | |
| 0.1555 | 42.41 | |
| 0.9837 | 1,089.41 | |
| -0.0436 | -12.75 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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