Toyota Motor Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:35.14% (+7.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0979 | 25.51 | |
| 0.0586 | 20.35 | |
| 0.8697 | 288.16 | |
| 0.0930 | 10.30 |
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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