V-Lab: Canadian Apartment Properties REIT Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Canadian Apartment Properties REIT Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, June 3rd, 2025:27.14% (-2.08%)

Analysis last updated: Tuesday, June 3, 2025 at 01:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8796	4.09
$α$	0.1201	7.77
$β$	0.7944	31.56
$γ_{1}$	0.0699	4.44
$γ_{2}$	-0.1065	-5.11
$γ_{3}$	0.0637	6.15
$γ_{4}$	-0.0385	-5.82

Estimation Period:
May 21, 1998 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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