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

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V-Lab

American Tower Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 13th, 2024:25.19% (-0.23%)

Analysis last updated: Friday, May 10, 2024 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0320	16.18
$β$	0.8676	178.00
$γ$	0.1126	29.75
$λ_{1}$	0.0114	7.55
$λ_{2}$	0.0290	4.63
$λ_{3}$	0.9678	141.15

Estimation Period:
Feb 27, 1998 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts