V-Lab
Toromont Industries Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:19.94% (-0.06%)
Analysis last updated: Friday, April 26, 2024 at 02:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1343 | 17.93 | |
| 0.0595 | 17.15 | |
| 0.8711 | 204.25 | |
| 0.0521 | 7.80 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024
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