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

V-Lab

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V-Lab

Apartment Investment & Management Co GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:23.55% (-0.96%)

Analysis last updated: Tuesday, May 7, 2024 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0456	15.65
$α$	0.0800	32.87
$β$	0.9044	365.11

Estimation Period:
Jul 22, 1994 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts