Crombie Real Estate Investment Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.73% (+2.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5335 | 9.56 | |
| 0.1227 | 24.15 | |
| 0.9596 | 252.91 | |
| 5.4113 | 7.71 |
Estimation Period:
Mar 23, 2006 to Feb 13, 2026
Mar 23, 2006 to Feb 13, 2026
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