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, May 1st, 2024:13.42% (-0.35%)

Analysis last updated: Thursday, May 2, 2024 at 03:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2900	7.81
$α$	0.1155	4.99
$β$	0.6894	11.35
$γ_{1}$	-0.0671	-2.84
$γ_{2}$	0.1607	4.51
$γ_{3}$	-0.1923	-7.99
$γ_{4}$	0.1917	9.24
$γ_{5}$	-0.1618	-7.79
$γ_{6}$	0.0956	6.10

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts