Mazda Motor Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.92% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0783 | 17.03 | |
| 0.0471 | 20.24 | |
| 0.9182 | 496.06 | |
| 0.0552 | 10.64 |
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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