Crombie Real Estate Investment Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:13.20% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5021 | 8.96 | |
| 0.1293 | 8.39 | |
| 0.8157 | 39.69 | |
| 0.0178 | 5.10 | |
| -0.0212 | -4.70 |
Estimation Period:
Mar 23, 2006 to Dec 5, 2025
Mar 23, 2006 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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