Toyota Boshoku Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.79% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3638 | 7.40 | |
| 0.1690 | 7.98 | |
| 0.6313 | 17.21 | |
| -0.0217 | -0.33 | |
| 0.0094 | 0.09 | |
| 0.1893 | 2.89 | |
| -0.3900 | -5.59 | |
| 0.3140 | 3.48 | |
| -0.1288 | -1.43 | |
| 0.0185 | 0.27 | |
| 0.0577 | 0.88 | |
| -0.1136 | -1.72 | |
| 0.1024 | 2.08 |
Estimation Period:
Jan 25, 1999 to Feb 6, 2026
Jan 25, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Toyota Boshoku Corp Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities