Canadian Apartment Properties REIT GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.52% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0483 | 16.99 | |
| 0.0506 | 13.84 | |
| 0.8947 | 241.30 | |
| 0.0571 | 8.05 |
Estimation Period:
May 21, 1998 to Feb 6, 2026
May 21, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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