V-Lab
Canadian Apartment Properties REIT MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:5.35% (-10.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0035 | 34,700.00 | |
| -0.0069 | -69,210.00 | |
| 1.6766 | 16,766,400.00 | |
| 0.0477 | 476,930.00 | |
| 0.0000 | 100.00 |
Estimation Period:
May 21, 1998 to May 30, 2025
May 21, 1998 to May 30, 2025
News Impact Curve
Volatility Forecasts
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