Crombie Real Estate Investment Trust AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.51% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0533 | 18.24 | |
| 0.1223 | 36.72 | |
| 0.8378 | 212.74 | |
| 0.2224 | 8.68 |
Estimation Period:
Mar 23, 2006 to Feb 20, 2026
Mar 23, 2006 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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