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V-Lab

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

Volatility prediction for Tuesday, June 9th, 2026

1 Day

18.00%

decreased by 0.59%

1 Week

18.26%

decreased by 0.33%

1 Month

19.06%

increased by 0.47%

Analysis last updated: Tuesday, June 9, 2026 at 01:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of RioCan Real Estate Investment Trust S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω1.50255.52
α0.09029.08
β0.874064.27
γ1-0.0282-1.36
γ20.09673.18
γ3-0.1290-5.87
γ40.08094.23
γ5-0.0044-0.28
γ6-0.0285-2.64
Estimation Period:
Jan 5, 1994 to Jun 5, 2026