V-Lab: Cogeco Communications Inc GARCH Volatility Analysis

V-Lab

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V-Lab

Cogeco Communications Inc GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:25.15% (-0.25%)

Analysis last updated: Wednesday, April 17, 2024 at 02:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0280	12.66
$α$	0.0267	15.90
$β$	0.9647	463.35

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts