The Toronto-Dominion Bank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.26% (+1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0252 | 5.10 | |
| 0.1191 | 8.31 | |
| 0.8217 | 46.08 | |
| -0.0906 | -1.12 | |
| 0.0506 | 0.45 | |
| 0.0815 | 1.17 | |
| 0.0763 | 1.19 | |
| -0.3642 | -6.43 | |
| 0.4603 | 7.68 | |
| -0.3421 | -4.70 | |
| 0.2485 | 3.13 | |
| -0.1903 | -2.57 | |
| 0.0757 | 1.35 |
Estimation Period:
Sep 2, 1996 to Feb 6, 2026
Sep 2, 1996 to Feb 6, 2026
News Impact Curve
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