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 Wednesday, June 4th, 2025:22.59% (-0.01%)

Analysis last updated: Tuesday, June 3, 2025 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.8678	6.06
$α$	0.0814	32.50
$β$	0.9865	430.99
$ν$	5.7472	8.70

Estimation Period:
Jul 22, 1994 to May 30, 2025