V-Lab: BCE Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

BCE Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:13.86% (+0.19%)

Analysis last updated: Friday, April 26, 2024 at 02:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6343	6.83
$α$	0.1217	8.50
$β$	0.7921	37.56
$γ_{1}$	-0.0034	-0.09
$γ_{2}$	0.0820	1.46
$γ_{3}$	-0.2294	-6.25
$γ_{4}$	0.2647	6.43
$γ_{5}$	-0.1909	-3.68
$γ_{6}$	0.1022	2.05
$γ_{7}$	-0.0160	-0.37
$γ_{8}$	0.0075	0.18
$γ_{9}$	-0.0316	-1.08

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts