V-Lab: Telstra Group Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Telstra Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:14.98% (-0.23%)

Analysis last updated: Thursday, April 18, 2024 at 07:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2864	7.77
$α$	0.1154	5.00
$β$	0.6908	11.43
$γ_{1}$	-0.0679	-2.86
$γ_{2}$	0.1620	4.52
$γ_{3}$	-0.1930	-7.99
$γ_{4}$	0.1917	9.20
$γ_{5}$	-0.1613	-7.71
$γ_{6}$	0.0951	6.01

Estimation Period:
Nov 17, 1997 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts