Crombie Real Estate Investment Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.10% (+1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0537 | 14.27 | |
| 0.8150 | 112.05 | |
| 0.1210 | 18.78 | |
| 0.0039 | 5.01 | |
| 0.0120 | 5.61 | |
| 0.9849 | 366.26 |
Estimation Period:
Mar 23, 2006 to Feb 6, 2026
Mar 23, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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