Toyota Motor Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:30.16% (-3.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7059 | 4.24 | |
| 0.1166 | 2.28 | |
| 0.4183 | 1.49 | |
| 0.5268 | 1.15 | |
| -0.9805 | -1.40 | |
| 2.0039 | 3.26 | |
| -3.2145 | -2.84 | |
| 1.3339 | 0.76 | |
| 1.9445 | 1.26 | |
| -2.7258 | -3.06 | |
| 1.1994 | 2.80 | |
| 0.4169 | 0.53 | |
| -1.2061 | -1.19 |
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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