V-Lab: Toyota Motor Corp APARCH Volatility Analysis

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V-Lab

Toyota Motor Corp APARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:28.20% (+0.43%)

Analysis last updated: Sunday, May 19, 2024 at 01:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0908	22.95
$α$	0.1128	42.47
$β$	0.8615	302.19
$γ$	0.2201	19.08
$δ$	1.8782	37.59

Estimation Period:
Jan 3, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts