V-Lab: SBA Communications Corp GAS-GARCH Student T Volatility Analysis

V-Lab

SBA Communications Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, June 4th, 2025:25.15% (-0.80%)

Analysis last updated: Tuesday, June 3, 2025 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	20.0815	8.80
$α$	0.0631	74.70
$β$	0.9990	9,424.53
$ν$	5.3904	26.39

Estimation Period:
Jun 16, 1999 to May 30, 2025