Canadian Apartment Properties REIT MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:1.07% (-8.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.7500 | 7,499,890.00 | |
| 0.0000 | 110.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.2730 | 2,730,360.00 | |
| 0.0000 | 110.00 | |
| 0.9652 | 9,651,520.00 |
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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