Canadian Apartment Properties REIT GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.13% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7429 | 9.04 | |
| 0.0960 | 24.01 | |
| 0.9639 | 239.73 | |
| 5.1702 | 7.84 |
Estimation Period:
May 21, 1998 to Feb 20, 2026
May 21, 1998 to Feb 20, 2026
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