V-Lab: Toyota Motor Corp GJR-GARCH Volatility Analysis

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V-Lab

Toyota Motor Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:27.10% (-1.53%)

Analysis last updated: Friday, May 17, 2024 at 12:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0958	25.20
$α$	0.0678	20.75
$β$	0.8597	318.64
$γ$	0.0949	11.44

Estimation Period:
Jan 3, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts