V-Lab: Rogers Communications Inc APARCH Volatility Analysis

V-Lab

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V-Lab

Rogers Communications Inc APARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:21.57% (-0.54%)

Analysis last updated: Friday, May 3, 2024 at 01:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0271	18.76
$α$	0.0630	32.38
$β$	0.9370	490.59
$γ$	0.3151	18.38
$δ$	1.2894	28.81

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts