Telstra Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.81% (+0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2150 | 7.90 | |
| 0.1105 | 5.06 | |
| 0.6824 | 11.21 | |
| -0.1217 | -3.84 | |
| 0.2131 | 4.74 | |
| -0.0927 | -2.78 | |
| -0.0863 | -2.25 | |
| 0.2081 | 5.04 | |
| -0.1871 | -4.23 | |
| 0.0393 | 0.81 | |
| 0.0864 | 1.46 |
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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