V-Lab: Granite Real Estate Investment Trust GJR-GARCH Volatility Analysis

V-Lab

Granite Real Estate Investment Trust GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:25.62% (+2.62%)

Analysis last updated: Friday, May 9, 2025 at 02:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0798	23.02
$α$	0.1243	13.97
$β$	0.8167	147.18
$γ$	0.0803	5.08

Estimation Period:
Aug 20, 2003 to May 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts