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

V-Lab

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V-Lab

Rogers Communications Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:18.93% (-0.60%)

Analysis last updated: Saturday, April 20, 2024 at 01:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6954	8.17
$α$	0.1053	8.23
$β$	0.7896	34.39
$γ_{1}$	0.0777	2.24
$γ_{2}$	0.0125	0.22
$γ_{3}$	-0.2032	-3.97
$γ_{4}$	0.1035	2.05
$γ_{5}$	0.0950	2.15
$γ_{6}$	-0.1816	-4.01
$γ_{7}$	0.1541	3.07
$γ_{8}$	-0.0611	-1.12
$γ_{9}$	0.0182	0.32
$γ_{10}$	-0.0297	-0.77

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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