Granite Real Estate Investment Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.17% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3673 | 6.21 | |
| 0.1977 | 6.63 | |
| 0.6415 | 14.17 | |
| -0.0233 | -0.18 | |
| 0.3479 | 1.77 | |
| -0.7312 | -5.66 | |
| 0.5291 | 3.94 | |
| -0.0013 | -0.01 | |
| -0.2775 | -2.27 | |
| 0.2916 | 2.38 | |
| -0.1103 | -0.95 | |
| -0.1266 | -1.16 | |
| 0.1327 | 1.71 |
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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