Mazda Motor Corp GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:54.81% (-2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0956 | 22.22 | |
| 0.0831 | 39.20 | |
| 0.9078 | 428.59 |
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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