Canadian Apartment Properties REIT MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:4.84% (-2.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0600 | 600,350.00 | |
| -0.1201 | -1,200,500.00 | |
| 1.4869 | 53.38 | |
| 0.1705 | 29.02 | |
| 0.0000 | 0.00 |
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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