V-Lab: BCE Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

BCE Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:13.42% (-0.64%)

Analysis last updated: Friday, April 19, 2024 at 02:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6405	6.87
$α$	0.1218	8.52
$β$	0.7929	37.86
$γ_{1}$	-0.0025	-0.06
$γ_{2}$	0.0811	1.44
$γ_{3}$	-0.2292	-6.21
$γ_{4}$	0.2639	6.36
$γ_{5}$	-0.1894	-3.62
$γ_{6}$	0.1004	2.00
$γ_{7}$	-0.0146	-0.34
$γ_{8}$	0.0071	0.17
$γ_{9}$	-0.0318	-1.10

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

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Volatility Forecasts