V-Lab
V-Lab
SBA Communications Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:41.82% (-0.86%)

Analysis last updated: Tuesday, May 7, 2024 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SBA Communications Corp GJR-GARCH
paramt-stat
ω0.021114.59
α0.032014.63
β0.9433623.08
γ0.047310.04
Estimation Period:
Jun 16, 1999 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts