V-Lab: Crombie Real Estate Investment Trust GAS-GARCH Student T Volatility Analysis

V-Lab

Crombie Real Estate Investment Trust GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:26.31% (+2.52%)

Analysis last updated: Friday, May 9, 2025 at 02:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5886	8.85
$α$	0.1227	24.20
$β$	0.9616	245.55
$ν$	5.3055	7.86

Estimation Period:
Mar 23, 2006 to May 2, 2025