V-Lab: American Tower Corp APARCH Volatility Analysis

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V-Lab

American Tower Corp APARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:28.13% (-0.63%)

Analysis last updated: Thursday, May 2, 2024 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0269	17.12
$α$	0.0711	35.01
$β$	0.9289	533.87
$γ$	0.3904	20.38
$δ$	1.5417	37.42

Estimation Period:
Feb 27, 1998 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts