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

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V-Lab

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

Volatility Prediction for Wednesday, November 13th, 2024:22.12% (-0.98%)

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
$ω$	2.8311	5.96
$α$	0.0794	32.09
$β$	0.9873	449.39
$ν$	6	8.33

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