V-Lab
RioCan Real Estate Investment Trust GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:17.23% (-0.70%)
Analysis last updated: Tuesday, November 12, 2024 at 01:17 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0185 | 20.21 | |
| 0.0837 | 38.91 | |
| 0.9074 | 424.03 |
Estimation Period:
Jan 5, 1994 to Nov 8, 2024
Jan 5, 1994 to Nov 8, 2024
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