V-Lab: Apartment Investment & Management Co MF2-GARCH Volatility Analysis

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V-Lab

Apartment Investment & Management Co MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:22.64% (-0.37%)

Analysis last updated: Monday, November 11, 2024 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0459	17.69
$β$	0.8665	181.09
$γ$	0.0820	17.62
$λ_{1}$	0.0342	4.16
$λ_{2}$	0.0573	3.10
$λ_{3}$	0.9302	42.33

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

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Volatility Forecasts

Volatility Forecasts