Toyota Motor Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:38.66% (-3.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6966 | 4.17 | |
| 0.1163 | 2.26 | |
| 0.4226 | 1.54 | |
| 0.4724 | 1.03 | |
| -0.8836 | -1.25 | |
| 1.9211 | 3.13 | |
| -3.1443 | -2.78 | |
| 1.2865 | 0.74 | |
| 1.9807 | 1.28 | |
| -2.7786 | -3.08 | |
| 1.3083 | 3.21 | |
| 0.1567 | 0.24 | |
| -0.4786 | -1.00 |
Estimation Period:
Feb 14, 2011 to Jan 30, 2026
Feb 14, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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