V-Lab: Apartment Investment & Management Co Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Apartment Investment & Management Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 4th, 2025:25.50% (-0.23%)

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
$ω$	0.6349	6.80
$α$	0.0919	8.51
$β$	0.8760	65.98
$γ_{1}$	-0.0073	-0.32
$γ_{2}$	0.0225	0.57
$γ_{3}$	-0.0521	-1.75
$γ_{4}$	0.0793	4.00
$γ_{5}$	-0.0614	-5.55

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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