Canadian Apartment Properties REIT GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.39% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7403 | 9.11 | |
| 0.0964 | 24.12 | |
| 0.9639 | 241.15 | |
| 5.1893 | 7.85 |
Estimation Period:
May 21, 1998 to Feb 6, 2026
May 21, 1998 to Feb 6, 2026
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