V-Lab: American Tower Corp GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

American Tower Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:27.26% (+3.23%)

Analysis last updated: Wednesday, May 1, 2024 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	13.9788	7.76
$α$	0.0752	70.33
$β$	0.9984	5068.04
$ν$	6	15.40

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