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

V-Lab

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V-Lab

Toyota Motor Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:27.45% (+2.12%)

Analysis last updated: Sunday, May 19, 2024 at 01:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0703	8.52
$α$	0.1169	11.21
$β$	0.8550	75.69
$γ_{1}$	0.0001	0.10

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts