V-Lab: TELUS Corp MF2-GARCH Volatility Analysis

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V-Lab

TELUS Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:14.52% (-1.40%)

Analysis last updated: Thursday, May 16, 2024 at 01:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0886	18.13
$β$	0.6274	37.24
$γ$	0.1225	11.58
$λ_{1}$	0.0126	1.88
$λ_{2}$	0.0730	3.29
$λ_{3}$	0.9225	40.51

Estimation Period:
Jan 25, 1999 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts