Crombie Real Estate Investment Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.47% (+0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0474 | 17.16 | |
| 0.0587 | 15.38 | |
| 0.8624 | 224.40 | |
| 0.0943 | 10.15 |
Estimation Period:
Mar 23, 2006 to Feb 13, 2026
Mar 23, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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