V-Lab: TELUS Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

TELUS Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:14.07% (+1.06%)

Analysis last updated: Thursday, May 2, 2024 at 02:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0560	6.59
$α$	0.1548	6.61
$β$	0.7101	20.21
$γ_{1}$	-0.0621	-0.80
$γ_{2}$	-0.0149	-0.11
$γ_{3}$	0.2214	1.74
$γ_{4}$	-0.3555	-3.09
$γ_{5}$	0.4190	4.88
$γ_{6}$	-0.3584	-5.17
$γ_{7}$	0.2571	3.62
$γ_{8}$	-0.1156	-1.34
$γ_{9}$	-0.0101	-0.14

Estimation Period:
Jan 25, 1999 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts