V-Lab: Singapore Telecommunications Ltd GARCH Volatility Analysis

V-Lab

| |

V-Lab

Singapore Telecommunications Ltd GARCH Volatility Analysis

Volatility Prediction for Monday, June 1st, 2015:15.94% (-0.25%)

Analysis last updated: Monday, March 1, 2021 at 09:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0411	15.07
$α$	0.0644	25.63
$β$	0.9137	285.36

Estimation Period:
Sep 10, 2001 to May 29, 2015

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts