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

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V-Lab

Toromont Industries Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:17.52% (+0.41%)

Analysis last updated: Friday, April 26, 2024 at 02:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1715	8.25
$α$	0.1536	8.51
$β$	0.5802	11.84
$γ_{1}$	0.0227	1.03
$γ_{2}$	0.0140	0.44
$γ_{3}$	-0.1151	-5.30
$γ_{4}$	0.1532	7.19
$γ_{5}$	-0.1414	-6.16
$γ_{6}$	0.1186	4.25
$γ_{7}$	-0.0726	-1.93
$γ_{8}$	0.0153	0.31

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts