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

V-Lab

Apartment Investment & Management Co GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:29.66% (-0.10%)

Analysis last updated: Friday, May 9, 2025 at 10:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0488	14.67
$α$	0.0436	18.42
$β$	0.9057	397.95
$γ$	0.0697	13.23

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

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