V-Lab: Canadian Apartment Properties REIT GAS-GARCH Student T Volatility Analysis

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V-Lab

Canadian Apartment Properties REIT GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:16.64% (0.00%)

Analysis last updated: Saturday, May 18, 2024 at 04:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7549	8.58
$α$	0.1001	23.71
$β$	0.9635	225.64
$ν$	5	7.91

Estimation Period:
May 21, 1998 to May 17, 2024