Granite Real Estate Investment Trust EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.37% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0373 | 17.50 | |
| 0.2762 | 29.10 | |
| 0.9698 | 599.36 | |
| -0.0391 | -5.05 |
Estimation Period:
Aug 20, 2003 to Feb 6, 2026
Aug 20, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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