V-Lab: Telstra Group Ltd MF2-GARCH Volatility Analysis

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V-Lab

Telstra Group Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:0.00% (-5.11%)

Analysis last updated: Saturday, May 11, 2024 at 12:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.7500	7499900.00
$β$	0.0000	100.00
$γ$	0.5000	5000000.00
$λ_{1}$	1.1338	22.11
$λ_{2}$	0.2997	21.41
$λ_{3}$	0.0000	0.00

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

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