V-Lab: RioCan Real Estate Investment Trust Zero Slope Spline-GARCH Volatility Analysis

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RioCan Real Estate Investment Trust Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, December 12th, 2025:14.48% (-0.03%)

Analysis last updated: Friday, December 12, 2025 at 12:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4944	5.47
$α$	0.0909	9.06
$β$	0.8732	63.49
$γ_{1}$	-0.0309	-1.43
$γ_{2}$	0.1013	3.20
$γ_{3}$	-0.1296	-5.65
$γ_{4}$	0.0749	3.84
$γ_{5}$	0.0046	0.28
$γ_{6}$	-0.0346	-3.01

Estimation Period:
Jan 5, 1994 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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