Mazda Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.59% (-4.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5742 | 15.95 | |
| 0.2582 | 19.52 | |
| 0.7246 | 41.29 | |
| 0.0522 | 3.88 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
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