Granite Real Estate Investment Trust GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
20.19%
decreased by 0.11%
1 Week
20.73%
increased by 0.43%
1 Month
22.53%
increased by 2.23%
Analysis last updated: Tuesday, June 9, 2026 at 01:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0784 | 23.38 | |
| 0.1173 | 13.90 | |
| 0.8240 | 154.10 | |
| 0.0763 | 5.12 |
Estimation Period:
Aug 20, 2003 to Jun 5, 2026
Aug 20, 2003 to Jun 5, 2026
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