RioCan Real Estate Investment Trust GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
16.26%
decreased by 0.40%
1 Week
16.39%
decreased by 0.27%
1 Month
16.88%
increased by 0.22%
Analysis last updated: Tuesday, June 9, 2026 at 01:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0191 | 20.13 | |
| 0.0529 | 22.04 | |
| 0.9139 | 468.92 | |
| 0.0464 | 8.80 |
Estimation Period:
Jan 5, 1994 to Jun 5, 2026
Jan 5, 1994 to Jun 5, 2026
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