RioCan Real Estate Investment Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.54% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0519 | 20.05 | |
| 0.8457 | 116.66 | |
| 0.0753 | 15.76 | |
| 0.0067 | 4.10 | |
| 0.0400 | 4.18 | |
| 0.9553 | 88.87 |
Estimation Period:
Jan 5, 1994 to Jan 30, 2026
Jan 5, 1994 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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