V-Lab
SBA Communications Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, October 2nd, 2026
1 Day
29.56%
decreased by 0.18%
1 Week
29.70%
decreased by 0.04%
1 Month
30.26%
increased by 0.52%
Analysis last updated: Thursday, October 1, 2026 at 10:56 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 16, 1999 to Sep 25, 2026Model Insight
With persistence 0.999, volatility shocks have a half-life of 693 trading days (~2.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 5.31 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
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High persistence: persistence 0.999, shock half-life ~693 daysv = 5.31 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωconst | 20.3280 | 2.19** |
| αARCH | 0.0627 | 19.24*** |
| βGARCH | 0.9990 | 2,384.25*** |
| νDF | 5.3143 | 6.75*** |
0.999
Persistence693d
Half-life𝑓
GAS-GARCH-T Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 20.3280 | 2.19** |
α ARCH Response to squared shocks | 0.0627 | 19.24*** |
β GARCH Volatility persistence | 0.9990 | 2,384.25*** |
ν DF Student-t tail thickness | 5.3143 | 6.75*** |
Persistence:
0.999
Half-life:
693 days
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