Mazda Motor Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:53.18% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0793 | 17.11 | |
| 0.0476 | 20.37 | |
| 0.9176 | 493.59 | |
| 0.0558 | 10.70 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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