V-Lab
Toyota Tsusho Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:34.70% (+3.65%)
Analysis last updated: Wednesday, May 1, 2024 at 11:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1404 | 14.13 | |
| 0.0695 | 7.40 | |
| 0.9004 | 73.50 | |
| 0.0003 | 2.43 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
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