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

V-Lab

Apartment Investment & Management Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:28.19% (+0.17%)

Analysis last updated: Friday, May 9, 2025 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.8778	6.06
$α$	0.0816	32.55
$β$	0.9866	431.75
$ν$	5.7464	8.72

Estimation Period:
Jul 22, 1994 to May 9, 2025