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Toyota Motor Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:38.66% (-3.06%)
Analysis last updated: Saturday, February 7, 2026 at 01:12 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Toyota Motor Corp S0GARCH
paramt-stat
ω0.69664.17
α0.11632.26
β0.42261.54
γ10.47241.03
γ2-0.8836-1.25
γ31.92113.13
γ4-3.1443-2.78
γ51.28650.74
γ61.98071.28
γ7-2.7786-3.08
γ81.30833.21
γ90.15670.24
γ10-0.4786-1.00
Estimation Period:
Feb 14, 2011 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts