V-Lab: Telstra Group Ltd APARCH Volatility Analysis

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V-Lab

Telstra Group Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:15.49% (-0.60%)

Analysis last updated: Thursday, May 9, 2024 at 07:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0413	15.11
$α$	0.0978	23.75
$β$	0.8966	194.96
$γ$	0.0584	2.14
$δ$	1.0816	21.40

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts