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

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American Tower Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:20.78% (-0.74%)

Analysis last updated: Monday, December 15, 2025 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0324	16.35
$β$	0.8667	196.49
$γ$	0.1035	29.63
$λ_{1}$	0.0143	8.24
$λ_{2}$	0.0374	5.87
$λ_{3}$	0.9585	138.22

Estimation Period:
Feb 27, 1998 to Dec 12, 2025

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