Toyota Motor Corpo Adrhedged EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.07% (-4.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0121 | 12.14 | |
| 0.2988 | 6.91 | |
| -0.3901 | -3.63 | |
| -0.2118 | -4.80 |
Estimation Period:
Mar 14, 2025 to Feb 6, 2026
Mar 14, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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