V-Lab
Crombie Real Estate Investment Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:13.50% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5863 | 8.93 | |
| 0.1235 | 24.18 | |
| 0.9611 | 244.06 | |
| 5.3140 | 7.88 |
Estimation Period:
Mar 23, 2006 to May 30, 2025
Mar 23, 2006 to May 30, 2025
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