Granite Real Estate Investment Trust EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:17.45% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0373 | 17.50 | |
| 0.2765 | 29.15 | |
| 0.9696 | 597.44 | |
| -0.0390 | -5.04 |
Estimation Period:
Aug 20, 2003 to Feb 20, 2026
Aug 20, 2003 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Granite Real Estate Investment Trust Analyses
Other EGARCH Analyses on Real Estate