The Toronto-Dominion Bank GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.10% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0290 | 20.90 | |
| 0.0510 | 15.54 | |
| 0.9066 | 339.68 | |
| 0.0670 | 9.45 |
Estimation Period:
Sep 2, 1996 to Feb 6, 2026
Sep 2, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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