V-Lab
RioCan Real Estate Investment Trust EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:19.53% (-1.19%)
Analysis last updated: Thursday, May 9, 2024 at 12:47 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0148 | 11.28 | |
| 0.1680 | 39.20 | |
| 0.9827 | 1115.47 | |
| -0.0459 | -11.49 |
Estimation Period:
Jan 5, 1994 to May 3, 2024
Jan 5, 1994 to May 3, 2024
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