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

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SBA Communications Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:21.91% (-0.26%)

Analysis last updated: Saturday, December 13, 2025 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0198	7.08
$β$	0.9547	352.56
$γ$	0.0461	24.45
$λ_{1}$	6.8582	0.18
$λ_{2}$	0.0989	0.18
$λ_{3}$	0.0000	0.00

Estimation Period:
Jun 16, 1999 to Dec 12, 2025

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