Granite Real Estate Investment Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.30% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1539 | 20.31 | |
| 0.6554 | 49.26 | |
| 0.0825 | 6.74 | |
| 0.0156 | 4.26 | |
| 0.0379 | 5.37 | |
| 0.9548 | 112.47 |
Estimation Period:
Aug 20, 2003 to Feb 13, 2026
Aug 20, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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