Toyota Motor Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:32.85% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0984 | 25.59 | |
| 0.0589 | 20.38 | |
| 0.8691 | 287.59 | |
| 0.0932 | 10.30 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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