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

V-Lab

| |

V-Lab

SBA Communications Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, November 13th, 2024:27.60% (-1.33%)

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
$ω$	20.1875	8.82
$α$	0.0638	74.11
$β$	0.9990	9424.53
$ν$	5	25.82

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