V-Lab: Singapore Telecommunications Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Singapore Telecommunications Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 1st, 2015:13.84% (-0.28%)

Analysis last updated: Friday, January 29, 2016 at 03:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0245	9.24
$α$	0.0664	6.12
$β$	0.8970	52.62
$γ_{1}$	-0.0068	-1.53

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts