Canadian Apartment Properties REIT Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.87% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1310 | 4.02 | |
| 0.1196 | 7.99 | |
| 0.7977 | 33.26 | |
| 0.1122 | 4.50 | |
| -0.1569 | -4.67 | |
| 0.0593 | 3.68 | |
| -0.0060 | -0.48 | |
| -0.0175 | -1.89 |
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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