Canadian Apartment Properties REIT MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.30% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1617 | 24.59 | |
| 0.4890 | 31.31 | |
| 0.0562 | 5.91 | |
| 0.0238 | 2.30 | |
| 0.0459 | 3.64 | |
| 0.9397 | 54.23 |
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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