Toromont Industries Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.01% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1330 | 18.65 | |
| 0.0619 | 18.08 | |
| 0.8695 | 207.96 | |
| 0.0492 | 7.58 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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