V-Lab: RioCan Real Estate Investment Trust GAS-GARCH Student T Volatility Analysis

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V-Lab

RioCan Real Estate Investment Trust GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:20.97% (-0.32%)

Analysis last updated: Friday, April 26, 2024 at 02:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.6909	4.42
$α$	0.0770	48.14
$β$	0.9945	803.30
$ν$	6	11.77

Estimation Period:
Jan 5, 1994 to Apr 19, 2024