Toyota Tsusho Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.63% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1493 | 19.02 | |
| 0.0785 | 35.01 | |
| 0.8849 | 310.49 | |
| 0.7494 | 17.19 |
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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