V-Lab: Toromont Industries Ltd Spline-GARCH Volatility Analysis

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V-Lab

Toromont Industries Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:18.51% (-1.22%)

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
$ω$	1.1739	8.25
$α$	0.1538	8.52
$β$	0.5805	11.88
$γ_{1}$	0.0234	1.06
$γ_{2}$	0.0124	0.40
$γ_{3}$	-0.1134	-5.24
$γ_{4}$	0.1517	7.18
$γ_{5}$	-0.1404	-6.17
$γ_{6}$	0.1181	4.26
$γ_{7}$	-0.0724	-1.93
$γ_{8}$	0.0132	0.27

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts