Crombie Real Estate Investment Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.87% (+2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4998 | 8.95 | |
| 0.1283 | 8.39 | |
| 0.8173 | 40.22 | |
| 0.0173 | 5.11 | |
| -0.0207 | -4.72 |
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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