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V-Lab

Toyota Industries Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.51% (-0.81%)
Analysis last updated: Wednesday, February 11, 2026 at 10:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Toyota Industries Corp SGARCH
paramt-stat
ω1.03576.30
α0.08278.09
β0.888757.33
γ1-0.1529-3.01
γ20.26203.20
γ3-0.1969-3.36
γ40.19233.82
γ5-0.1996-4.56
γ60.15623.68
γ7-0.1053-2.31
γ80.10121.94
γ9-0.1982-2.24
Estimation Period:
Jan 5, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts