RioCan Real Estate Investment Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.65% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0518 | 20.04 | |
| 0.8457 | 116.88 | |
| 0.0755 | 15.79 | |
| 0.0067 | 4.11 | |
| 0.0400 | 4.19 | |
| 0.9553 | 89.11 |
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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