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

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V-Lab

Canadian Apartment Properties REIT Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, December 12th, 2025:21.08% (+0.11%)

Analysis last updated: Friday, December 12, 2025 at 12:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8781	2.91
$α$	0.1264	8.08
$β$	0.7756	28.58
$γ_{1}$	0.0700	1.07
$γ_{2}$	-0.0019	-0.02
$γ_{3}$	-0.1664	-4.27
$γ_{4}$	0.1519	4.67
$γ_{5}$	-0.0573	-1.86
$γ_{6}$	0.0104	0.33
$γ_{7}$	-0.0181	-0.80

Estimation Period:
May 21, 1998 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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