V-Lab: Crown Castle Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Crown Castle Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:24.24% (+0.98%)

Analysis last updated: Tuesday, April 30, 2024 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	22.1497	6.80
$α$	0.0709	75.85
$β$	0.9990	6660.00
$ν$	5	25.59

Estimation Period:
Aug 18, 1998 to Apr 26, 2024