V-Lab
Cogeco Communications Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:27.72% (-0.73%)
Analysis last updated: Wednesday, May 1, 2024 at 01:41 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7646 | 6.98 | |
| 0.1188 | 5.82 | |
| 0.7160 | 16.57 | |
| 0.0041 | 0.06 | |
| 0.0429 | 0.44 | |
| -0.1889 | -3.25 | |
| 0.2619 | 5.54 | |
| -0.2019 | -2.79 | |
| 0.1191 | 1.35 | |
| -0.0481 | -0.60 | |
| 0.0641 | 0.71 | |
| -0.1163 | -1.13 | |
| 0.1569 | 1.39 |
Estimation Period:
Jul 6, 1993 to Apr 19, 2024
Jul 6, 1993 to Apr 19, 2024
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