V-Lab
Singapore Telecommunications Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 1st, 2015:15.77% (-0.21%)
Analysis last updated: Monday, March 1, 2021 at 06:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0367 | 12.62 | |
| 0.0849 | 15.10 | |
| 0.9164 | 309.48 | |
| -0.0419 | -5.52 |
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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