V-Lab
V-Lab

Toromont Industries Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:19.72% (-0.02%)

Analysis last updated: Thursday, March 28, 2024 at 10:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Toromont Industries Ltd S0GARCH
paramt-stat
ω1.19088.27
α0.15118.44
β0.591412.23
γ10.02811.27
γ20.00500.16
γ3-0.1080-4.92
γ40.14666.82
γ5-0.1359-5.93
γ60.11564.31
γ7-0.0743-2.30
γ80.02881.13
Estimation Period:
Jan 1, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts