V-Lab
Cogeco Communications Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:25.98% (-0.22%)
Analysis last updated: Wednesday, May 1, 2024 at 01:41 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0290 | 12.51 | |
| 0.0161 | 10.29 | |
| 0.9643 | 503.31 | |
| 0.0224 | 6.54 |
Estimation Period:
Jul 6, 1993 to Apr 19, 2024
Jul 6, 1993 to Apr 19, 2024
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