V-Lab
Singapore Telecommunications Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, June 1st, 2015:15.65% (-0.08%)
Analysis last updated: Friday, May 29, 2015 at 06:42 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0836 | 23.25 | |
| 0.1045 | 39.61 | |
| 0.8501 | 320.93 | |
| -0.2139 | -5.51 |
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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