RioCan Real Estate Investment Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:13.41% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0190 | 19.91 | |
| 0.0527 | 21.74 | |
| 0.9138 | 465.03 | |
| 0.0472 | 8.92 |
Estimation Period:
Jan 5, 1994 to Dec 5, 2025
Jan 5, 1994 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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