V-Lab: American Tower Corp MF2-GARCH Volatility Analysis

V-Lab

American Tower Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 4th, 2025:26.06% (-0.75%)

Analysis last updated: Tuesday, June 3, 2025 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0310	15.73
$β$	0.8700	176.22
$γ$	0.1060	28.87
$λ_{1}$	0.0114	7.21
$λ_{2}$	0.0293	4.55
$λ_{3}$	0.9676	137.72

Estimation Period:
Feb 27, 1998 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts