Mazda Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.76% (-4.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8674 | 8.17 | |
| 0.1717 | 4.26 | |
| 0.4201 | 3.26 | |
| 0.1803 | 2.18 | |
| -0.3714 | -2.71 | |
| 0.3270 | 2.65 | |
| -0.2213 | -2.03 | |
| 0.1433 | 1.56 | |
| -0.1156 | -0.87 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
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