V-Lab: Canadian Apartment Properties REIT GJR-GARCH Volatility Analysis

V-Lab

Canadian Apartment Properties REIT GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:22.10% (-0.96%)

Analysis last updated: Friday, May 9, 2025 at 02:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0487	16.84
$α$	0.0518	13.91
$β$	0.8935	236.37
$γ$	0.0577	7.99

Estimation Period:
May 21, 1998 to May 2, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts