V-Lab: Crown Castle Inc APARCH Volatility Analysis

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V-Lab

Crown Castle Inc APARCH Volatility Analysis

Volatility Prediction for Wednesday, November 13th, 2024:32.83% (+0.54%)

Analysis last updated: Tuesday, November 12, 2024 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0217	16.14
$α$	0.0591	28.88
$β$	0.9409	537.36
$γ$	0.3600	17.37
$δ$	1.5770	32.94

Estimation Period:
Aug 18, 1998 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts