V-Lab
Canadian Apartment Properties REIT GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:16.35% (-0.03%)
Analysis last updated: Saturday, May 18, 2024 at 04:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0526 | 16.99 | |
| 0.0563 | 14.24 | |
| 0.8848 | 219.44 | |
| 0.0622 | 8.09 |
Estimation Period:
May 21, 1998 to May 17, 2024
May 21, 1998 to May 17, 2024
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