V-Lab: Toromont Industries Ltd APARCH Volatility Analysis

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V-Lab

Toromont Industries Ltd APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:21.71% (-0.61%)

Analysis last updated: Wednesday, May 8, 2024 at 08:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1207	14.69
$α$	0.0878	26.32
$β$	0.8746	198.37
$γ$	0.1554	10.45
$δ$	1.8077	31.69

Estimation Period:
Jan 1, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts