V-Lab: Toyota Motor Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Toyota Motor Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:28.31% (+2.28%)

Analysis last updated: Sunday, May 19, 2024 at 01:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.2810	11.25
$α$	0.0838	39.43
$β$	0.9802	495.81
$ν$	7	7.05

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