V-Lab: Apartment Investment & Management Co APARCH Volatility Analysis

V-Lab

| |

V-Lab

Apartment Investment & Management Co APARCH Volatility Analysis

Volatility Prediction for Wednesday, November 13th, 2024:22.04% (-0.47%)

Analysis last updated: Tuesday, November 12, 2024 at 10:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0347	17.70
$α$	0.0839	34.12
$β$	0.9151	420.56
$γ$	0.2870	17.71
$δ$	1.3441	37.11

Estimation Period:
Jul 22, 1994 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts