V-Lab: Crown Castle Inc GJR-GARCH Volatility Analysis

V-Lab

Crown Castle Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:29.69% (-0.47%)

Analysis last updated: Friday, May 9, 2025 at 10:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0235	12.83
$α$	0.0311	16.17
$β$	0.9385	573.66
$γ$	0.0556	13.42

Estimation Period:
Aug 18, 1998 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts