V-Lab: Crown Castle Inc MF2-GARCH Volatility Analysis

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V-Lab

Crown Castle Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 13th, 2024:23.02% (-0.39%)

Analysis last updated: Friday, May 10, 2024 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.0114	7.55
$β$	0.8695	203.63
$γ$	0.1051	26.93
$λ_{1}$	0.1258	2.62
$λ_{2}$	0.3776	4.50
$λ_{3}$	0.5891	6.15

Estimation Period:
Aug 18, 1998 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts