V-Lab
Singapore Telecommunications Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, June 1st, 2015:16.32% (-0.12%)
Analysis last updated: Monday, March 1, 2021 at 08:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0157 | 9.19 | |
| 0.1364 | 26.59 | |
| 0.9790 | 681.30 | |
| 0.0299 | 5.91 |
Estimation Period:
Sep 10, 2001 to May 29, 2015
Sep 10, 2001 to May 29, 2015
News Impact Curve
Volatility Forecasts
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