Toromont Industries Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:31.80% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1323 | 18.66 | |
| 0.0619 | 18.11 | |
| 0.8702 | 209.59 | |
| 0.0488 | 7.54 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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