Canadian Real Estate Investment Trust APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0306 | 15.91 | |
| 0.1065 | 26.83 | |
| 0.8935 | 273.58 | |
| 0.1415 | 7.52 | |
| 1.6025 | 35.25 |
Estimation Period:
Sep 13, 1993 to May 4, 2018
Sep 13, 1993 to May 4, 2018
News Impact Curve
Volatility Forecasts
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