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 Friday, May 9th, 2025:16.63% (-0.94%)

Analysis last updated: Friday, May 9, 2025 at 02:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5851	4.52
$α$	0.0749	47.95
$β$	0.9943	794.82
$ν$	5.8966	11.68

Estimation Period:
Jan 5, 1994 to May 2, 2025