Toyota Motor Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.55% (+0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0431 | 13.51 | |
| 0.8337 | 125.16 | |
| 0.0665 | 12.22 | |
| 0.0795 | 1.66 | |
| 0.2238 | 2.04 | |
| 0.7488 | 5.81 |
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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