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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Granite Real Estate Investment Trust MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
m56
α0.150720.13
β0.655349.14
γ0.08577.02
λ10.01594.19
λ20.03875.29
λ30.9539108.49
Estimation Period:
Aug 20, 2003 to Jun 5, 2026