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TMUS company profile

TMUS Volatility & Regime

Descriptive volatility statistics + an experimental regime signal — not investment advice; past/model estimates do not indicate future results. Price-based statistics are lmfin computations over a pinned Yahoo adjusted-close window. See Disclaimer.

Window: 3y ending 2026-06-30.

Volatility estimates

For TMUS over the pinned 3y window ending 2026-06-30, lmfin computes current annualized volatility 30.68%, long-run annualized volatility 40.87%, and GARCH persistence 1.00.

The GARCH model's 1-day-ahead volatility estimate is 32.10%, its 5-day-ahead estimate is 32.14%, and its 21-day-ahead estimate is 32.30%.

Comparator estimates

For the same pinned window, lmfin also reports EWMA volatility 33.52%, trailing 21-day volatility 33.39%, and trailing-window volatility 22.91%.

Experimental regime signal

lmfin's experimental regime detector reports 9.00 detected change-points in the pinned window. The current experimental volatility state is high, with 14.00 days in that state.

Volatility figure

TMUS annualized volatility estimates. Source: lmfin vol; Yahoo adjusted close; window ending 2026-06-30.TMUS annualized volatility estimates. Source: lmfin vol; Yahoo adjusted close; window ending 2026-06-30.TMUS annualized volatility estimatesWindow 3y ending 2026-06-30Source: lmfin vol; Yahoo adjusted close; window ending 2026-06-30.EstimateAnnualized volatility (%)0.0%25.0%50.0%Long-runCurrent1-day est.5-day est.21-day est.EWMATrailing 21d

Volatility table

MetricValueWindowEnd
Current annualized volatility30.68%3y2026-06-30
Long-run annualized volatility40.87%3y2026-06-30
GARCH model 1-day-ahead volatility estimate32.10%3y2026-06-30
GARCH model 5-day-ahead volatility estimate32.14%3y2026-06-30
GARCH model 21-day-ahead volatility estimate32.30%3y2026-06-30
EWMA annualized volatility33.52%3y2026-06-30
Trailing 21-day annualized volatility33.39%3y2026-06-30
Trailing-window annualized volatility22.91%3y2026-06-30
GARCH persistence1.003y2026-06-30

Experimental regime change-points

Current experimental state: high; current state start: 2026-04-29; days in state: 14.

Datelmfin note
2024-05-31BOCPD MAP run length reset from 145 to 1; P(run<=5)=0.88
2024-08-01BOCPD MAP run length reset from 44 to 2; P(run<=5)=0.31
2024-10-24BOCPD MAP run length reset from 103 to 1; P(run<=5)=0.91
2024-12-09BOCPD MAP run length reset from 134 to 1; P(run<=5)=0.96
2025-01-29BOCPD MAP run length reset from 167 to 1; P(run<=5)=0.61
2025-04-04BOCPD MAP run length reset from 112 to 1; P(run<=5)=0.68
2025-05-13BOCPD MAP run length reset from 26 to 5; P(run<=5)=0.28
2025-07-24BOCPD small-run probability exceeded threshold; P(run<=5)=0.39
2026-04-29BOCPD MAP run length reset from 252 to 6; P(run<=5)=0.29

Provenance

lmfin: lmfin 0.1.0. Vol command: lmfin vol TMUS --window 3y --end 2026-06-30 --json. Regime command: lmfin regime TMUS --window 3y --end 2026-06-30 --json. Price source: yahoo; price field: adjusted_close; window start: 2023-07-03; window end: 2026-06-30. Volatility statistics and experimental regime change-points are lmfin computations from Yahoo adjusted-close data over the pinned window. Model estimates are descriptive outputs, not advice.