V-Lab
Cogeco Communications Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:24.53% (-0.30%)
Analysis last updated: Thursday, May 16, 2024 at 12:57 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7662 | 7.01 | |
| 0.1183 | 5.83 | |
| 0.7166 | 16.59 | |
| 0.0052 | 0.08 | |
| 0.0410 | 0.42 | |
| -0.1875 | -3.24 | |
| 0.2613 | 5.60 | |
| -0.2023 | -2.85 | |
| 0.1199 | 1.38 | |
| -0.0482 | -0.61 | |
| 0.0623 | 0.70 | |
| -0.1116 | -1.09 | |
| 0.1417 | 1.24 |
Estimation Period:
Jul 6, 1993 to May 10, 2024
Jul 6, 1993 to May 10, 2024
News Impact Curve
Volatility Forecasts
Other Cogeco Communications Inc Analyses