Mazda Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.86% (-4.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7811 | 16.40 | |
| 0.1611 | 10.85 | |
| 0.4935 | 19.81 | |
| -0.0266 | -0.87 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
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