V-Lab
Granite Real Estate Investment Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:21.26% (+2.25%)
Analysis last updated: Thursday, May 9, 2024 at 12:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0739 | 22.38 | |
| 0.1233 | 13.89 | |
| 0.8220 | 149.35 | |
| 0.0778 | 4.91 |
Estimation Period:
Aug 20, 2003 to May 3, 2024
Aug 20, 2003 to May 3, 2024
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