Canadian Apartment Properties REIT GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.74% (+0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7436 | 9.02 | |
| 0.0960 | 23.99 | |
| 0.9639 | 239.25 | |
| 5.1641 | 7.85 |
Estimation Period:
May 21, 1998 to Feb 13, 2026
May 21, 1998 to Feb 13, 2026
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