Canadian Real Estate Investment Trust AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0504 | 22.25 | |
| 0.1383 | 40.82 | |
| 0.8460 | 296.52 | |
| 0.0651 | 2.55 |
Estimation Period:
Sep 13, 1993 to May 4, 2018
Sep 13, 1993 to May 4, 2018
News Impact Curve
Volatility Forecasts
Other Canadian Real Estate Investment Trust Analyses
Other AGARCH Analyses on Real Estate