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V-Lab

Toyota Boshoku Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.56% (-1.52%)
Analysis last updated: Sunday, February 8, 2026 at 12:26 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Toyota Boshoku Corp SGARCH
paramt-stat
ω1.35177.39
α0.16717.90
β0.634317.23
γ1-0.0290-0.45
γ20.01530.16
γ30.19933.06
γ4-0.4105-5.88
γ50.33633.70
γ6-0.1469-1.62
γ70.03060.45
γ80.05030.74
γ9-0.1072-1.34
γ100.08900.79
Estimation Period:
Jan 25, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts