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TD Waterhouse Group Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, June 24, 2023 at 03:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of TD Waterhouse Group Inc SGARCH
paramt-stat
ω1.26643.47
α0.43203.12
β0.00000.00
γ10.10890.00
γ2-4.3938-0.09
γ322.50150.64
γ4-57.8907-2.47
γ582.83513.85
γ6-70.5346-3.21
γ746.41291.79
γ8-46.8707-1.76
γ971.48602.80
γ10-135.5665-3.45
Estimation Period:
Jun 22, 1999 to Nov 27, 2001
Impact of return on volatility tomorrow
Volatility Forecasts