Toyota Motor Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:28.37% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0481 | 18.82 | |
| 0.2098 | 37.87 | |
| 0.9627 | 652.68 | |
| -0.0593 | -12.68 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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