Toyota Industries Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.27% (+0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0669 | 16.13 | |
| 0.0451 | 18.57 | |
| 0.9083 | 394.04 | |
| 0.0662 | 9.14 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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