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 Friday, May 9th, 2025:21.93% (-1.24%)

Analysis last updated: Friday, May 9, 2025 at 02:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8857	4.11
$α$	0.1208	7.77
$β$	0.7927	31.23
$γ_{1}$	0.0705	4.47
$γ_{2}$	-0.1074	-5.13
$γ_{3}$	0.0639	6.13
$γ_{4}$	-0.0382	-5.76

Estimation Period:
May 21, 1998 to May 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Canadian Apartment Properties REIT Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH