Crombie Real Estate Investment Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.87% (+1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5394 | 9.54 | |
| 0.1230 | 24.17 | |
| 0.9597 | 253.36 | |
| 5.4193 | 7.72 |
Estimation Period:
Mar 23, 2006 to Feb 20, 2026
Mar 23, 2006 to Feb 20, 2026
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