Toyota Motor Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:34.69% (+6.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0479 | 18.81 | |
| 0.2094 | 37.85 | |
| 0.9629 | 655.02 | |
| -0.0592 | -12.66 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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