Granite Real Estate Investment Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:13.45% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0731 | 22.89 | |
| 0.1129 | 13.39 | |
| 0.8292 | 156.55 | |
| 0.0791 | 5.33 |
Estimation Period:
Aug 20, 2003 to Dec 5, 2025
Aug 20, 2003 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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