V-Lab: Toyota Motor Corp GJR-GARCH Volatility Analysis

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V-Lab

Toyota Motor Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:32.36% (-2.10%)

Analysis last updated: Sunday, April 28, 2024 at 12:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0958	25.21
$α$	0.0680	20.79
$β$	0.8596	318.48
$γ$	0.0948	11.41

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts