Canadian Apartment Properties REIT AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.65% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0450 | 13.77 | |
| 0.0811 | 29.38 | |
| 0.8895 | 242.17 | |
| 0.3087 | 8.12 |
Estimation Period:
May 21, 1998 to Feb 6, 2026
May 21, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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