V-Lab: Apartment Investment & Management Co Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Apartment Investment & Management Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:32.52% (-1.14%)

Analysis last updated: Wednesday, April 24, 2024 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5064	3.99
$α$	0.0895	7.44
$β$	0.8666	50.15
$γ_{1}$	-0.0910	-0.92
$γ_{2}$	0.1429	0.93
$γ_{3}$	-0.0947	-0.83
$γ_{4}$	0.1535	2.03
$γ_{5}$	-0.3123	-5.98
$γ_{6}$	0.3314	5.42
$γ_{7}$	-0.1672	-2.76
$γ_{8}$	0.1138	2.05
$γ_{9}$	-0.1362	-3.71

Estimation Period:
Jul 22, 1994 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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