V-Lab: Cogent Communications Holdings Inc MF2-GARCH Volatility Analysis

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V-Lab

Cogent Communications Holdings Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:31.75% (-2.21%)

Analysis last updated: Wednesday, May 1, 2024 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.1050	16.96
$β$	0.5720	40.55
$γ$	0.0946	9.29
$λ_{1}$	0.0393	1.30
$λ_{2}$	0.0355	2.58
$λ_{3}$	0.9580	53.50

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts