Crombie Real Estate Investment Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.33% (+1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5010 | 8.94 | |
| 0.1286 | 8.42 | |
| 0.8169 | 40.21 | |
| 0.0174 | 5.13 | |
| -0.0207 | -4.74 |
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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