Granite Real Estate Investment Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.89% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1536 | 20.28 | |
| 0.6559 | 49.26 | |
| 0.0821 | 6.72 | |
| 0.0155 | 4.25 | |
| 0.0379 | 5.37 | |
| 0.9548 | 112.43 |
Estimation Period:
Aug 20, 2003 to Feb 20, 2026
Aug 20, 2003 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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