V-Lab
Apartment Investment & Management Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:26.20% (-0.95%)
Analysis last updated: Friday, April 19, 2024 at 10:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4937 | 4.16 | |
| 0.0911 | 7.46 | |
| 0.8600 | 47.29 | |
| -0.0990 | -1.05 | |
| 0.1568 | 1.07 | |
| -0.1070 | -0.98 | |
| 0.1702 | 2.36 | |
| -0.3367 | -6.75 | |
| 0.3618 | 6.17 | |
| -0.2080 | -3.53 | |
| 0.1953 | 3.29 | |
| -0.3565 | -4.06 |
Estimation Period:
Jul 22, 1994 to Apr 19, 2024
Jul 22, 1994 to Apr 19, 2024
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