V-Lab: TOTO Ltd MF2-GARCH Volatility Analysis

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V-Lab

TOTO Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:33.73% (+8.16%)

Analysis last updated: Thursday, May 2, 2024 at 10:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0318	8.74
$β$	0.8232	120.31
$γ$	0.0710	16.06
$λ_{1}$	1.1697	0.28
$λ_{2}$	0.7113	0.28
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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Volatility Forecasts