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 Monday, May 12th, 2025:29.20% (-0.23%)

Analysis last updated: Friday, May 9, 2025 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6330	6.79
$α$	0.0921	8.51
$β$	0.8756	65.68
$γ_{1}$	-0.0078	-0.34
$γ_{2}$	0.0235	0.59
$γ_{3}$	-0.0533	-1.78
$γ_{4}$	0.0806	4.03
$γ_{5}$	-0.0621	-5.58

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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