Mazda Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.40% (-5.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6417 | 16.74 | |
| 0.1514 | 18.17 | |
| 0.5041 | 21.39 | |
| -0.6105 | -3.96 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
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