Crombie Real Estate Investment Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.61% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0535 | 14.25 | |
| 0.8151 | 112.34 | |
| 0.1211 | 18.80 | |
| 0.0039 | 5.01 | |
| 0.0120 | 5.62 | |
| 0.9849 | 368.05 |
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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