V-Lab: Cogeco Communications Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Cogeco Communications Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 23rd, 2024:22.95% (-0.77%)

Analysis last updated: Tuesday, April 23, 2024 at 02:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8648	9.78
$α$	0.1203	5.68
$β$	0.7157	15.92
$γ_{1}$	0.0673	2.58
$γ_{2}$	-0.1374	-3.27
$γ_{3}$	0.1020	3.23
$γ_{4}$	-0.0596	-2.47
$γ_{5}$	0.0564	1.79
$γ_{6}$	-0.0275	-0.82
$γ_{7}$	-0.0091	-0.43

Estimation Period:
Jul 6, 1993 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Cogeco Communications Inc Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH