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 Tuesday, November 12th, 2024:49.09% (+0.34%)

Analysis last updated: Monday, November 11, 2024 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0310	15.73
$β$	0.8709	182.77
$γ$	0.1096	29.52
$λ_{1}$	0.0111	7.59
$λ_{2}$	0.0280	4.66
$λ_{3}$	0.9690	147.56

Estimation Period:
Feb 27, 1998 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts