Canadian Apartment Properties REIT Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.47% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1388 | 4.00 | |
| 0.1199 | 8.03 | |
| 0.7982 | 33.50 | |
| 0.1125 | 4.49 | |
| -0.1573 | -4.66 | |
| 0.0596 | 3.68 | |
| -0.0067 | -0.54 | |
| -0.0165 | -1.78 |
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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