Toyota Tsusho Corp GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.53% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1787 | 24.36 | |
| 0.0817 | 29.97 | |
| 0.8844 | 259.97 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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