V-Lab
V-Lab

TELUS Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:19.27% (-0.33%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TELUS Corp S0GARCH
paramt-stat
ω1.06156.61
α0.15446.59
β0.711820.36
γ1-0.0585-0.75
γ2-0.0216-0.16
γ30.22781.78
γ4-0.3613-3.14
γ50.42134.91
γ6-0.3553-5.10
γ70.24863.43
γ8-0.1028-1.16
γ9-0.0209-0.29
Estimation Period:
Jan 25, 1999 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts