Crombie Real Estate Investment Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.75% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0475 | 17.21 | |
| 0.0591 | 15.46 | |
| 0.8620 | 224.24 | |
| 0.0944 | 10.14 |
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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