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 Thursday, June 5th, 2025:20.75% (+1.53%)

Analysis last updated: Thursday, June 5, 2025 at 01:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0762	22.89
$α$	0.1197	13.73
$β$	0.8223	151.42
$γ$	0.0804	5.20

Estimation Period:
Aug 20, 2003 to May 30, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts