V-Lab: Granite Real Estate Investment Trust GAS-GARCH Student T Volatility Analysis

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V-Lab

Granite Real Estate Investment Trust GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:22.46% (+3.59%)

Analysis last updated: Thursday, May 9, 2024 at 12:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5054	5.57
$α$	0.1145	22.12
$β$	0.9684	185.80
$ν$	4	9.18

Estimation Period:
Aug 20, 2003 to May 3, 2024