V-Lab: Rogers Communications Inc GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Rogers Communications Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 16th, 2024:20.72% (-0.39%)

Analysis last updated: Tuesday, April 16, 2024 at 12:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0198	12.28
$α$	0.0297	21.90
$β$	0.9476	706.08
$γ$	0.0381	11.32

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

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Volatility Forecasts