RioCan Real Estate Investment Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.93% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0192 | 20.16 | |
| 0.0535 | 21.90 | |
| 0.9133 | 464.53 | |
| 0.0465 | 8.74 |
Estimation Period:
Jan 5, 1994 to Feb 6, 2026
Jan 5, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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