Granite Real Estate Investment Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:17.18% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0796 | 23.40 | |
| 0.1206 | 14.05 | |
| 0.8212 | 151.71 | |
| 0.0746 | 4.91 |
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 GJR-GARCH Analyses on Real Estate