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 Tuesday, November 12th, 2024:30.42% (+0.24%)

Analysis last updated: Monday, November 11, 2024 at 10:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0212	7.50
$β$	0.9512	341.56
$γ$	0.0510	23.83
$λ_{1}$	9.2792	0.11
$λ_{2}$	0.0586	0.11
$λ_{3}$	0.0000	0.00

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts