V-Lab: Cogent Communications Holdings Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Cogent Communications Holdings Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:29.36% (-0.28%)

Analysis last updated: Wednesday, May 1, 2024 at 10:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	36.2820	8.59
$α$	0.0583	70.81
$β$	0.9990	8188.52
$ν$	4	43.13

Estimation Period:
Feb 5, 2002 to Apr 26, 2024