V-Lab: SBA Communications Corp GJR-GARCH Volatility Analysis

V-Lab

SBA Communications Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:31.21% (-0.60%)

Analysis last updated: Friday, May 9, 2025 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0208	14.68
$α$	0.0305	14.71
$β$	0.9451	649.09
$γ$	0.0463	10.32

Estimation Period:
Jun 16, 1999 to May 9, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts