RioCan Real Estate Investment Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:14.72% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0517 | 20.00 | |
| 0.8454 | 116.30 | |
| 0.0755 | 15.78 | |
| 0.0067 | 4.08 | |
| 0.0402 | 4.18 | |
| 0.9551 | 88.35 |
Estimation Period:
Jan 5, 1994 to Feb 20, 2026
Jan 5, 1994 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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