Toyota Motor Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.84% (+4.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0987 | 25.61 | |
| 0.0588 | 20.35 | |
| 0.8690 | 287.36 | |
| 0.0933 | 10.32 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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