Canadian Apartment Properties REIT EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.46% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0223 | 15.73 | |
| 0.1698 | 30.45 | |
| 0.9708 | 604.50 | |
| -0.0346 | -6.45 |
Estimation Period:
May 21, 1998 to Jan 30, 2026
May 21, 1998 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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