V-Lab
RioCan Real Estate Investment Trust EGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:19.47% (-1.12%)
Analysis last updated: Tuesday, November 12, 2024 at 01:17 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0148 | 11.52 | |
| 0.1669 | 39.29 | |
| 0.9828 | 1127.09 | |
| -0.0445 | -11.27 |
Estimation Period:
Jan 5, 1994 to Nov 8, 2024
Jan 5, 1994 to Nov 8, 2024
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