V-Lab: TELUS Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

TELUS Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:14.15% (-0.66%)

Analysis last updated: Thursday, April 18, 2024 at 12:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0588	6.61
$α$	0.1546	6.60
$β$	0.7105	20.23
$γ_{1}$	-0.0614	-0.79
$γ_{2}$	-0.0155	-0.12
$γ_{3}$	0.2211	1.74
$γ_{4}$	-0.3551	-3.09
$γ_{5}$	0.4185	4.87
$γ_{6}$	-0.3577	-5.16
$γ_{7}$	0.2557	3.59
$γ_{8}$	-0.1128	-1.30
$γ_{9}$	-0.0133	-0.19

Estimation Period:
Jan 25, 1999 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts