Crombie Real Estate Investment Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:12.26% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5377 | 9.40 | |
| 0.1238 | 24.07 | |
| 0.9591 | 245.42 | |
| 5.3504 | 7.78 |
Estimation Period:
Mar 23, 2006 to Dec 12, 2025
Mar 23, 2006 to Dec 12, 2025
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