V-Lab
TOTO Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:28.64% (-0.87%)
Analysis last updated: Friday, May 3, 2024 at 11:41 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1185 | 24.03 | |
| 0.0654 | 31.55 | |
| 0.9072 | 348.78 |
Estimation Period:
Jan 3, 1990 to May 2, 2024
Jan 3, 1990 to May 2, 2024