V-Lab: Toromont Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Toromont Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:18.05% (-0.25%)

Analysis last updated: Thursday, April 25, 2024 at 01:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1931	8.28
$α$	0.1509	8.45
$β$	0.5916	12.25
$γ_{1}$	0.0288	1.30
$γ_{2}$	0.0035	0.11
$γ_{3}$	-0.1063	-4.87
$γ_{4}$	0.1452	6.81
$γ_{5}$	-0.1351	-5.96
$γ_{6}$	0.1157	4.37
$γ_{7}$	-0.0753	-2.36
$γ_{8}$	0.0299	1.18

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

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Volatility Forecasts