V-Lab
RioCan Real Estate Investment Trust AGARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:16.56% (-0.45%)
Analysis last updated: Thursday, May 16, 2024 at 01:00 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0196 | 17.11 | |
| 0.0919 | 47.91 | |
| 0.8960 | 472.06 | |
| 0.2421 | 12.59 |
Estimation Period:
Jan 5, 1994 to May 10, 2024
Jan 5, 1994 to May 10, 2024
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