Granite Real Estate Investment Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.51% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1538 | 20.30 | |
| 0.6564 | 49.41 | |
| 0.0824 | 6.73 | |
| 0.0155 | 4.27 | |
| 0.0377 | 5.39 | |
| 0.9551 | 113.64 |
Estimation Period:
Aug 20, 2003 to Jan 30, 2026
Aug 20, 2003 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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