V-Lab
Canadian Apartment Properties REIT GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:19.49% (-0.30%)
Analysis last updated: Wednesday, May 8, 2024 at 08:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0524 | 16.99 | |
| 0.0564 | 14.25 | |
| 0.8851 | 220.02 | |
| 0.0617 | 8.03 |
Estimation Period:
May 21, 1998 to May 3, 2024
May 21, 1998 to May 3, 2024
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