Toyota Motor Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.04% (+0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0194 | 13.08 | |
| 0.1429 | 28.17 | |
| 0.9856 | 1,071.35 | |
| -0.0345 | -8.05 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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