V-Lab
Telstra Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:15.12% (-0.44%)
Analysis last updated: Tuesday, May 7, 2024 at 07:13 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0758 | 19.36 | |
| 0.1078 | 14.50 | |
| 0.8561 | 156.14 | |
| 0.0014 | 0.17 |
Estimation Period:
Nov 17, 1997 to May 3, 2024
Nov 17, 1997 to May 3, 2024
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