Toyota Motor Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.37% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0267 | 18.01 | |
| 0.0393 | 14.38 | |
| 0.9326 | 435.20 | |
| 0.0424 | 7.73 |
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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