RioCan Real Estate Investment Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:15.55% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0517 | 19.98 | |
| 0.8454 | 116.17 | |
| 0.0755 | 15.78 | |
| 0.0067 | 4.07 | |
| 0.0402 | 4.17 | |
| 0.9551 | 88.19 |
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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