V-Lab: T-Mobile US Inc MF2-GARCH Volatility Analysis

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V-Lab

T-Mobile US Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:10.99% (-0.14%)

Analysis last updated: Tuesday, April 30, 2024 at 09:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0657	7.83
$β$	0.7853	81.68
$γ$	0.0862	7.85
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0149	3.35
$λ_{3}$	0.9848	179.84

Estimation Period:
Apr 19, 2007 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts