V-Lab: Cogeco Communications Inc APARCH Volatility Analysis

V-Lab

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V-Lab

Cogeco Communications Inc APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 15th, 2024:23.56% (-0.37%)

Analysis last updated: Wednesday, May 15, 2024 at 01:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0183	12.87
$α$	0.0332	11.65
$β$	0.9666	408.19
$γ$	0.2625	9.02
$δ$	1.3824	20.23

Estimation Period:
Jul 6, 1993 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts