V-Lab
Apartment Investment & Management Co Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 13th, 2024:19.38% (-0.73%)
Analysis last updated: Tuesday, November 12, 2024 at 10:35 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5051 | 4.06 | |
| 0.0900 | 7.66 | |
| 0.8653 | 51.47 | |
| -0.0938 | -0.99 | |
| 0.1469 | 0.99 | |
| -0.0915 | -0.79 | |
| 0.1325 | 1.62 | |
| -0.2771 | -5.56 | |
| 0.3086 | 5.68 | |
| -0.1669 | -2.93 | |
| 0.1502 | 2.46 | |
| -0.3560 | -4.39 |
Estimation Period:
Jul 22, 1994 to Nov 8, 2024
Jul 22, 1994 to Nov 8, 2024
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