Granite Real Estate Investment Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:16.22% (+0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1589 | 19.18 | |
| 0.6289 | 39.76 | |
| 0.0833 | 6.44 | |
| 0.0079 | 4.24 | |
| 0.0222 | 6.11 | |
| 0.9741 | 231.75 |
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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