V-Lab: Toyota Motor Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Toyota Motor Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:27.91% (-1.81%)

Analysis last updated: Saturday, May 4, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0703	10.04
$α$	0.1171	11.20
$β$	0.8548	75.59
$γ_{1}$	0.0001	0.45

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts