Canadian Apartment Properties REIT GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:21.17% (+0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7479 | 9.11 | |
| 0.0976 | 24.06 | |
| 0.9635 | 238.18 | |
| 5.1849 | 7.86 |
Estimation Period:
May 21, 1998 to Dec 5, 2025
May 21, 1998 to Dec 5, 2025
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