CI Canadian Reit ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.01% (+1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4808 | 4.81 | |
| 0.1089 | 44.41 | |
| 0.9902 | 512.51 | |
| 4.9113 | 15.04 |
Estimation Period:
Nov 15, 2004 to Feb 6, 2026
Nov 15, 2004 to Feb 6, 2026
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