Toyota Motor Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.46% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5421 | 9.05 | |
| 0.0735 | 7.47 | |
| 0.8944 | 69.85 | |
| 0.0105 | 2.19 | |
| -0.0158 | -1.96 | |
| 0.0312 | 3.23 |
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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