Toyota Tsusho Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:38.54% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1722 | 21.10 | |
| 0.0365 | 15.71 | |
| 0.8936 | 313.87 | |
| 0.0747 | 11.18 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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