V-Lab: Cogeco Communications Inc EGARCH Volatility Analysis

V-Lab

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V-Lab

Cogeco Communications Inc EGARCH Volatility Analysis

Volatility Prediction for Tuesday, April 16th, 2024:27.49% (-0.47%)

Analysis last updated: Tuesday, April 16, 2024 at 12:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0159	8.92
$α$	0.0664	12.39
$β$	0.9923	1391.70
$γ$	-0.0190	-6.39

Estimation Period:
Jul 6, 1993 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts