Canadian Apartment Properties REIT GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.99% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0476 | 16.92 | |
| 0.0493 | 13.62 | |
| 0.8968 | 245.10 | |
| 0.0563 | 8.06 |
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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