Canadian Apartment Properties REIT Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.88% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1301 | 4.02 | |
| 0.1191 | 7.99 | |
| 0.7984 | 33.37 | |
| 0.1121 | 4.50 | |
| -0.1568 | -4.68 | |
| 0.0595 | 3.69 | |
| -0.0063 | -0.50 | |
| -0.0172 | -1.86 |
Estimation Period:
May 21, 1998 to Feb 20, 2026
May 21, 1998 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Canadian Apartment Properties REIT Analyses
Other Zero Slope Spline-GARCH Analyses on Real Estate