V-Lab: Toromont Industries Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Toromont Industries Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:22.20% (-1.18%)

Analysis last updated: Wednesday, May 8, 2024 at 08:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.1511	10.38
$α$	0.0770	32.11
$β$	0.9631	254.72
$ν$	4	18.09

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