V-Lab: Telstra Group Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Telstra Group Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:14.42% (-0.30%)

Analysis last updated: Saturday, May 11, 2024 at 12:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0388	25.46
$α$	0.2001	63.98
$β$	0.7864	233.85
$γ$	0.0208	3.38
$δ$	1.0628	17.39

Estimation Period:
Nov 17, 1997 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts