Toyota Motor Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.48% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4030 | 6.45 | |
| 0.1271 | 10.15 | |
| 0.8155 | 54.04 | |
| 0.0673 | 4.53 | |
| -0.1054 | -4.80 | |
| 0.0644 | 4.62 | |
| -0.0550 | -4.27 | |
| 0.0643 | 4.11 | |
| -0.0538 | -3.78 |
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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