Canadian Apartment Properties REIT AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.89% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0440 | 13.50 | |
| 0.0791 | 28.96 | |
| 0.8920 | 244.44 | |
| 0.3133 | 8.14 |
Estimation Period:
May 21, 1998 to Feb 20, 2026
May 21, 1998 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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