V-Lab: Consolidated Communications Holdings Inc GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Consolidated Communications Holdings Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:12.83% (-0.11%)

Analysis last updated: Thursday, May 2, 2024 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0153	3.94
$α$	0.0262	9.71
$β$	0.9578	458.49
$γ$	0.0321	5.24

Estimation Period:
Jul 25, 2005 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts