RioCan Real Estate Investment Trust MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
16.52%
decreased by 0.40%
1 Week
16.83%
decreased by 0.09%
1 Month
17.70%
increased by 0.78%
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 | |
|---|---|---|
| 61 | ||
| 0.0513 | 20.29 | |
| 0.8470 | 117.64 | |
| 0.0746 | 15.77 | |
| 0.0069 | 4.06 | |
| 0.0408 | 4.11 | |
| 0.9545 | 85.58 |
Estimation Period:
Jan 5, 1994 to Jun 5, 2026
Jan 5, 1994 to Jun 5, 2026
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