Crombie Real Estate Investment Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.58% (+0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5001 | 8.94 | |
| 0.1284 | 8.40 | |
| 0.8171 | 40.20 | |
| 0.0174 | 5.10 | |
| -0.0207 | -4.71 |
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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