Mazda Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.90% (-7.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.8210 | 7.06 | |
| 0.1194 | 9.44 | |
| 0.8339 | 35.17 | |
| 3.0855 | 6.92 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
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