Toyota Motor Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.47% (+0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2484 | 6.12 | |
| 0.0718 | 7.16 | |
| 0.8933 | 66.17 | |
| -0.0295 | -1.38 | |
| 0.0629 | 2.08 | |
| -0.0689 | -4.13 | |
| 0.0828 | 5.00 | |
| -0.0723 | -4.98 |
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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