The Toronto-Dominion Bank EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.09% (+0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0200 | 10.92 | |
| 0.1740 | 32.78 | |
| 0.9821 | 1,092.42 | |
| -0.0569 | -11.95 |
Estimation Period:
Sep 2, 1996 to Feb 6, 2026
Sep 2, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other The Toronto-Dominion Bank Analyses
Other EGARCH Analyses on Equities