V-Lab: SBA Communications Corp MF2-GARCH Volatility Analysis

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V-Lab

SBA Communications Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:35.39% (-0.03%)

Analysis last updated: Friday, May 17, 2024 at 09:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.0256	12.16
$β$	0.9456	511.69
$γ$	0.0539	21.64
$λ_{1}$	8.7615	0.02
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.2672	0.01

Estimation Period:
Jun 16, 1999 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts