Toyota Motor Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:40.26% (+4.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4130 | 6.48 | |
| 0.1274 | 10.40 | |
| 0.8154 | 53.74 | |
| 0.0683 | 4.61 | |
| -0.1065 | -4.85 | |
| 0.0627 | 4.52 | |
| -0.0474 | -3.81 | |
| 0.0447 | 3.10 | |
| -0.0062 | -0.21 |
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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