V-Lab
Granite Real Estate Investment Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:25.19% (-1.95%)
Analysis last updated: Tuesday, November 12, 2024 at 01:15 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4675 | 5.81 | |
| 0.1133 | 22.11 | |
| 0.9679 | 191.55 | |
| 4 | 9.03 |
Estimation Period:
Aug 20, 2003 to Nov 8, 2024
Aug 20, 2003 to Nov 8, 2024
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