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, April 30th, 2024:37.58% (-1.39%)

Analysis last updated: Tuesday, April 30, 2024 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9684	4.70
$α$	0.0939	9.83
$β$	0.8778	79.44
$γ_{1}$	-0.0156	-0.30
$γ_{2}$	0.0589	0.75
$γ_{3}$	-0.1326	-2.62
$γ_{4}$	0.1840	4.67
$γ_{5}$	-0.1534	-4.04
$γ_{6}$	0.0607	1.55
$γ_{7}$	0.0437	1.16
$γ_{8}$	-0.0748	-2.79

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts