Granite Real Estate Investment Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:20.94% (-1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4235 | 6.48 | |
| 0.1154 | 22.61 | |
| 0.9648 | 195.31 | |
| 4.5383 | 9.07 |
Estimation Period:
Aug 20, 2003 to Mar 6, 2026
Aug 20, 2003 to Mar 6, 2026
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