Canadian Apartment Properties REIT MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.13% (-5.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1614 | 24.57 | |
| 0.4904 | 31.49 | |
| 0.0567 | 5.97 | |
| 0.0237 | 2.31 | |
| 0.0458 | 3.66 | |
| 0.9399 | 54.68 |
Estimation Period:
May 21, 1998 to Feb 13, 2026
May 21, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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