Crombie Real Estate Investment Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:12.20% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0546 | 14.35 | |
| 0.8132 | 110.68 | |
| 0.1212 | 18.60 | |
| 0.0040 | 4.99 | |
| 0.0123 | 5.59 | |
| 0.9845 | 356.97 |
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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