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Toyota Motor Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:30.16% (-3.83%)
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 SGARCH
paramt-stat
ω0.70594.24
α0.11662.28
β0.41831.49
γ10.52681.15
γ2-0.9805-1.40
γ32.00393.26
γ4-3.2145-2.84
γ51.33390.76
γ61.94451.26
γ7-2.7258-3.06
γ81.19942.80
γ90.41690.53
γ10-1.2061-1.19
Estimation Period:
Feb 14, 2011 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts