RioCan Real Estate Investment Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.29% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4834 | 5.53 | |
| 0.0903 | 9.02 | |
| 0.8725 | 62.74 | |
| -0.0308 | -1.47 | |
| 0.1008 | 3.27 | |
| -0.1287 | -5.75 | |
| 0.0720 | 3.71 | |
| 0.0182 | 0.99 | |
| -0.0810 | -2.81 |
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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