Mackenzie Realty Capital Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:67.50% (-3.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.86 | |
| 0.1521 | 5.01 | |
| 0.6506 | 20.53 | |
| 0.1968 | 1.57 |
Estimation Period:
Nov 12, 2024 to Feb 13, 2026
Nov 12, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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