V-Lab
Canadian Apartment Properties REIT AGARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:19.12% (-0.58%)
Analysis last updated: Thursday, May 9, 2024 at 12:43 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0481 | 13.80 | |
| 0.0883 | 29.67 | |
| 0.8808 | 227.94 | |
| 0.3074 | 7.78 |
Estimation Period:
May 21, 1998 to May 3, 2024
May 21, 1998 to May 3, 2024
News Impact Curve
Volatility Forecasts
Other Canadian Apartment Properties REIT Analyses