Toyota Tsusho Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:35.58% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0309 | 8.75 | |
| 0.8270 | 158.07 | |
| 0.0840 | 17.71 | |
| 1.3366 | 0.38 | |
| 0.7301 | 0.38 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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