Crombie Real Estate Investment Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.10% (+2.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9954 | 5.25 | |
| 0.1371 | 8.28 | |
| 0.7847 | 31.40 | |
| -0.1143 | -2.56 | |
| 0.1899 | 3.03 | |
| -0.1056 | -2.83 | |
| 0.0819 | 2.13 | |
| -0.1741 | -3.46 |
Estimation Period:
Mar 23, 2006 to Feb 13, 2026
Mar 23, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Crombie Real Estate Investment Trust Analyses
Other Spline-GARCH Analyses on Real Estate