Granite Real Estate Investment Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:20.09% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1533 | 20.35 | |
| 0.6568 | 49.70 | |
| 0.0837 | 6.85 | |
| 0.0156 | 4.28 | |
| 0.0378 | 5.40 | |
| 0.9550 | 113.40 |
Estimation Period:
Aug 20, 2003 to Mar 6, 2026
Aug 20, 2003 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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