RioCan Real Estate Investment Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:15.74% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0192 | 20.13 | |
| 0.0533 | 21.88 | |
| 0.9134 | 464.82 | |
| 0.0465 | 8.77 |
Estimation Period:
Jan 5, 1994 to Mar 6, 2026
Jan 5, 1994 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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