V-Lab
Crombie Real Estate Investment Trust AGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:16.29% (-0.49%)
Analysis last updated: Wednesday, May 8, 2024 at 08:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0491 | 17.34 | |
| 0.1236 | 36.60 | |
| 0.8421 | 218.29 | |
| 0.1904 | 6.95 |
Estimation Period:
Mar 23, 2006 to May 3, 2024
Mar 23, 2006 to May 3, 2024
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