V-Lab: RioCan Real Estate Investment Trust GAS-GARCH Student T Volatility Analysis

V-Lab

RioCan Real Estate Investment Trust GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, June 3rd, 2025:17.78% (-1.04%)

Analysis last updated: Tuesday, June 3, 2025 at 01:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5925	4.51
$α$	0.0744	48.26
$β$	0.9944	806.48
$ν$	5.8851	11.75

Estimation Period:
Jan 5, 1994 to May 30, 2025