V-Lab
Toll Holdings Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, May 15th, 2015:18.33% (-0.32%)
Analysis last updated: Monday, March 1, 2021 at 05:25 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3453 | 8.09 | |
| 0.3934 | 15.38 | |
| 0.7961 | 33.59 | |
| -0.0995 | -8.35 |
Estimation Period:
Oct 12, 1993 to May 8, 2015
Oct 12, 1993 to May 8, 2015
News Impact Curve
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