Canadian Apartment Properties REIT Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.41% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8702 | 2.98 | |
| 0.1240 | 7.96 | |
| 0.7752 | 28.05 | |
| 0.0717 | 1.14 | |
| -0.0061 | -0.07 | |
| -0.1639 | -4.35 | |
| 0.1554 | 4.90 | |
| -0.0672 | -2.18 | |
| 0.0296 | 0.83 | |
| -0.0670 | -1.32 |
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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