V-Lab: BCE Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

BCE Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:16.19% (+0.22%)

Analysis last updated: Wednesday, April 24, 2024 at 12:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6394	6.91
$α$	0.1225	8.55
$β$	0.7909	37.51
$γ_{1}$	-0.0054	-0.14
$γ_{2}$	0.0888	1.58
$γ_{3}$	-0.2408	-6.55
$γ_{4}$	0.2780	6.73
$γ_{5}$	-0.2021	-3.90
$γ_{6}$	0.1076	2.17
$γ_{7}$	-0.0114	-0.27
$γ_{8}$	-0.0170	-0.41
$γ_{9}$	0.0473	0.86

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts