The below modification of your program should work. Remember that in Fortran the RHS is evaluated before assigning to the LHS, and that floating point literals are of default kind, that is single precision. Thus, making the argument to GAMMA double precision the compiler chooses the double precision GAMMA.
program arithmetic
! program to do a calculation
integer, parameter :: dp = kind(1.0d0)
real(dp) :: x
x = GAMMA(-170.1_dp)
print *, x
end program
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