V-Lab
Granite Real Estate Investment Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:22.41% (-1.48%)
Analysis last updated: Tuesday, November 12, 2024 at 01:15 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0723 | 22.34 | |
| 0.1176 | 13.63 | |
| 0.8261 | 152.92 | |
| 0.0802 | 5.20 |
Estimation Period:
Aug 20, 2003 to Nov 8, 2024
Aug 20, 2003 to Nov 8, 2024
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