V-Lab: Rogers Communications Inc GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Rogers Communications Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:21.18% (-0.38%)

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
$ω$	0.0195	12.25
$α$	0.0296	21.91
$β$	0.9479	707.89
$γ$	0.0377	11.26

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

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