Granite Real Estate Investment Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.76% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0790 | 23.35 | |
| 0.1201 | 14.00 | |
| 0.8220 | 152.06 | |
| 0.0748 | 4.94 |
Estimation Period:
Aug 20, 2003 to Feb 6, 2026
Aug 20, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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