Cogent Communications Holdings Inc Asy. MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
108.87%
increased by 8.00%
1 Week
109.26%
increased by 8.39%
1 Month
110.78%
increased by 9.91%
Analysis last updated: Tuesday, June 9, 2026 at 09:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1668 | 18.54 | |
| 0.2036 | 30.30 | |
| 0.7654 | 168.66 | |
| 0.0620 | 6.01 |
Estimation Period:
Feb 5, 2002 to Jun 5, 2026
Feb 5, 2002 to Jun 5, 2026
Other Asy. MEM Analyses on Equities