V-Lab: Rogers Communications Inc MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Rogers Communications Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:17.20% (-0.65%)

Analysis last updated: Friday, May 3, 2024 at 01:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1094	24.10
$β$	0.6565	56.53
$γ$	0.0437	6.22
$λ_{1}$	0.0062	1.78
$λ_{2}$	0.0220	4.67
$λ_{3}$	0.9760	185.59

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts