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V-Lab
V-Lab
RioCan Real Estate Investment Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:12.80% (-0.15%)
Analysis last updated: Saturday, December 13, 2025 at 03:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of RioCan Real Estate Investment Trust MF2-GARCH
paramt-stat
m61
α0.051119.80
β0.8464117.22
γ0.075815.80
λ10.00674.09
λ20.04014.18
λ30.955288.61
Estimation Period:
Jan 5, 1994 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts