V-Lab: Telstra Group Ltd AGARCH Volatility Analysis

V-Lab

| |

V-Lab

Telstra Group Ltd AGARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:15.36% (+0.33%)

Analysis last updated: Saturday, April 27, 2024 at 07:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0931	23.27
$α$	0.1215	24.50
$β$	0.8346	158.45
$γ$	0.0166	0.47

Estimation Period:
Nov 17, 1997 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts