V-Lab
Granite Real Estate Investment Trust APARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:24.65% (-1.91%)
Analysis last updated: Tuesday, November 12, 2024 at 01:15 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0601 | 17.58 | |
| 0.1676 | 24.57 | |
| 0.8324 | 136.93 | |
| 0.1282 | 6.12 | |
| 0.8033 | 22.56 |
Estimation Period:
Aug 20, 2003 to Nov 8, 2024
Aug 20, 2003 to Nov 8, 2024
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