V-Lab: TELUS Corp Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

TELUS Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:17.56% (-1.09%)

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
$ω$	1.0688	6.71
$α$	0.1581	6.64
$β$	0.7013	19.50
$γ_{1}$	-0.0525	-0.69
$γ_{2}$	-0.0314	-0.24
$γ_{3}$	0.2353	1.87
$γ_{4}$	-0.3696	-3.23
$γ_{5}$	0.4356	5.09
$γ_{6}$	-0.3812	-5.48
$γ_{7}$	0.2930	3.96
$γ_{8}$	-0.1801	-1.83
$γ_{9}$	0.1313	1.07

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts