V-Lab
Apartment Investment & Management Co Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:24.78% (+2.22%)
Analysis last updated: Thursday, May 2, 2024 at 10:00 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4938 | 4.16 | |
| 0.0909 | 7.45 | |
| 0.8602 | 47.38 | |
| -0.0988 | -1.04 | |
| 0.1566 | 1.06 | |
| -0.1069 | -0.98 | |
| 0.1701 | 2.36 | |
| -0.3367 | -6.75 | |
| 0.3618 | 6.17 | |
| -0.2080 | -3.53 | |
| 0.1954 | 3.30 | |
| -0.3570 | -4.11 |
Estimation Period:
Jul 22, 1994 to Apr 26, 2024
Jul 22, 1994 to Apr 26, 2024
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