Canadian Apartment Properties REIT GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:19.76% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0494 | 17.14 | |
| 0.0521 | 14.02 | |
| 0.8926 | 237.21 | |
| 0.0574 | 7.97 |
Estimation Period:
May 21, 1998 to Dec 5, 2025
May 21, 1998 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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