Granite Real Estate Investment Trust MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
21.24%
decreased by 0.34%
1 Week
21.87%
increased by 0.29%
1 Month
22.87%
increased by 1.29%
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 | |
|---|---|---|
| 56 | ||
| 0.1507 | 20.13 | |
| 0.6553 | 49.14 | |
| 0.0857 | 7.02 | |
| 0.0159 | 4.19 | |
| 0.0387 | 5.29 | |
| 0.9539 | 108.49 |
Estimation Period:
Aug 20, 2003 to Jun 5, 2026
Aug 20, 2003 to Jun 5, 2026
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