Toyota Boshoku Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.11% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4029 | 24.80 | |
| 0.1075 | 18.36 | |
| 0.7956 | 138.34 | |
| 0.0449 | 4.06 |
Estimation Period:
Jan 25, 1999 to Feb 6, 2026
Jan 25, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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