Granite Real Estate Investment Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.57% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3318 | 6.07 | |
| 0.1976 | 6.60 | |
| 0.6407 | 14.07 | |
| -0.0534 | -0.40 | |
| 0.3975 | 2.03 | |
| -0.7672 | -5.95 | |
| 0.5571 | 4.15 | |
| -0.0175 | -0.14 | |
| -0.2742 | -2.24 | |
| 0.2984 | 2.43 | |
| -0.1248 | -1.05 | |
| -0.1008 | -0.83 | |
| 0.0752 | 0.44 |
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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