Mazda Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.55% (-4.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8058 | 15.27 | |
| 0.1517 | 18.26 | |
| 0.4885 | 18.47 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
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