V-Lab: SBA Communications Corp APARCH Volatility Analysis

V-Lab

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V-Lab

SBA Communications Corp APARCH Volatility Analysis

Volatility Prediction for Wednesday, November 13th, 2024:29.55% (-0.80%)

Analysis last updated: Tuesday, November 12, 2024 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0203	16.22
$α$	0.0550	28.32
$β$	0.9450	631.24
$γ$	0.2626	14.62
$δ$	1.7579	35.54

Estimation Period:
Jun 16, 1999 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts