Canadian Apartment Properties REIT Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.19% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8718 | 2.97 | |
| 0.1248 | 8.00 | |
| 0.7746 | 28.07 | |
| 0.0711 | 1.12 | |
| -0.0044 | -0.05 | |
| -0.1658 | -4.36 | |
| 0.1569 | 4.91 | |
| -0.0690 | -2.22 | |
| 0.0335 | 0.94 | |
| -0.0782 | -1.63 |
Estimation Period:
May 21, 1998 to Jan 30, 2026
May 21, 1998 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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