V-Lab
Granite Real Estate Investment Trust EGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:24.36% (-1.49%)
Analysis last updated: Tuesday, November 12, 2024 at 01:15 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0366 | 16.54 | |
| 0.2761 | 28.04 | |
| 0.9716 | 614.17 | |
| -0.0416 | -5.26 |
Estimation Period:
Aug 20, 2003 to Nov 8, 2024
Aug 20, 2003 to Nov 8, 2024
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