V-Lab: Canadian Apartment Properties REIT MEM Volatility Analysis

V-Lab

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V-Lab

Canadian Apartment Properties REIT MEM Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:17.89% (-1.05%)

Analysis last updated: Saturday, May 18, 2024 at 04:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0835	11.59
$α$	0.2281	38.23
$β$	0.7284	181.11

Estimation Period:
May 21, 1998 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts