V-Lab
Rogers Communications Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:20.15% (+0.55%)
Analysis last updated: Saturday, May 4, 2024 at 05:49 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7028 | 8.15 | |
| 0.1049 | 8.19 | |
| 0.7889 | 34.07 | |
| 0.0848 | 2.44 | |
| 0.0004 | 0.01 | |
| -0.1955 | -3.84 | |
| 0.1006 | 2.00 | |
| 0.0946 | 2.15 | |
| -0.1801 | -3.99 | |
| 0.1530 | 3.05 | |
| -0.0600 | -1.10 | |
| 0.0169 | 0.29 | |
| -0.0291 | -0.74 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024
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