Toyota Tsusho Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:39.16% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0592 | 16.82 | |
| 0.1523 | 31.96 | |
| 0.9666 | 623.64 | |
| -0.0622 | -14.10 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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