V-Lab
V-Lab

BCE Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:16.04% (+0.23%)

Analysis last updated: Thursday, March 28, 2024 at 10:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of BCE Inc S0GARCH
paramt-stat
ω0.64506.95
α0.12148.47
β0.792737.57
γ1-0.0002-0.00
γ20.07861.39
γ3-0.2292-6.18
γ40.26386.32
γ5-0.1883-3.58
γ60.09881.97
γ7-0.0137-0.32
γ80.00710.18
γ9-0.0319-1.11
Estimation Period:
Jan 1, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts