Crombie Real Estate Investment Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.59% (+1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9978 | 5.24 | |
| 0.1379 | 8.33 | |
| 0.7841 | 31.43 | |
| -0.1137 | -2.54 | |
| 0.1889 | 3.02 | |
| -0.1047 | -2.80 | |
| 0.0806 | 2.09 | |
| -0.1718 | -3.41 |
Estimation Period:
Mar 23, 2006 to Feb 20, 2026
Mar 23, 2006 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Crombie Real Estate Investment Trust Analyses
Other Spline-GARCH Analyses on Real Estate