V-Lab: Toyota Motor Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Toyota Motor Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:27.56% (+1.37%)

Analysis last updated: Sunday, April 21, 2024 at 01:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0708	10.05
$α$	0.1174	11.20
$β$	0.8544	75.38
$γ_{1}$	0.0001	0.47

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts