Telstra Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.91% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0668 | 18.87 | |
| 0.1008 | 14.72 | |
| 0.8639 | 168.43 | |
| 0.0054 | 0.71 |
Estimation Period:
Nov 17, 1997 to Feb 6, 2026
Nov 17, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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