Mazda Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.12% (-4.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8639 | 8.16 | |
| 0.1729 | 4.29 | |
| 0.4173 | 3.26 | |
| 0.1765 | 2.14 | |
| -0.3648 | -2.66 | |
| 0.3203 | 2.61 | |
| -0.2098 | -1.94 | |
| 0.1193 | 1.40 | |
| -0.0550 | -0.85 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
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