Crombie Real Estate Investment Trust AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.84% (+1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0531 | 18.18 | |
| 0.1218 | 36.61 | |
| 0.8381 | 212.89 | |
| 0.2236 | 8.70 |
Estimation Period:
Mar 23, 2006 to Feb 13, 2026
Mar 23, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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