Crombie Real Estate Investment Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:12.56% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0475 | 17.02 | |
| 0.0594 | 15.43 | |
| 0.8617 | 222.96 | |
| 0.0942 | 10.06 |
Estimation Period:
Mar 23, 2006 to Dec 12, 2025
Mar 23, 2006 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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