V-Lab
Rogers Communications Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:19.49% (-0.57%)
Analysis last updated: Friday, May 3, 2024 at 01:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6954 | 8.17 | |
| 0.1053 | 8.23 | |
| 0.7896 | 34.39 | |
| 0.0777 | 2.24 | |
| 0.0125 | 0.22 | |
| -0.2032 | -3.97 | |
| 0.1035 | 2.05 | |
| 0.0950 | 2.15 | |
| -0.1816 | -4.01 | |
| 0.1541 | 3.07 | |
| -0.0611 | -1.12 | |
| 0.0182 | 0.32 | |
| -0.0297 | -0.77 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024
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