Crombie Real Estate Investment Trust EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.35% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0190 | 8.52 | |
| 0.2263 | 40.00 | |
| 0.9670 | 468.49 | |
| -0.0521 | -8.79 |
Estimation Period:
Mar 23, 2006 to Feb 13, 2026
Mar 23, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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