V-Lab: Granite Real Estate Investment Trust Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Granite Real Estate Investment Trust Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, December 12th, 2025:16.86% (+0.65%)

Analysis last updated: Friday, December 12, 2025 at 12:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3186	5.99
$α$	0.2007	6.56
$β$	0.6352	13.76
$γ_{1}$	-0.0611	-0.45
$γ_{2}$	0.4136	2.06
$γ_{3}$	-0.7782	-5.84
$γ_{4}$	0.5513	3.97
$γ_{5}$	-0.0020	-0.02
$γ_{6}$	-0.2793	-2.19
$γ_{7}$	0.2829	2.23
$γ_{8}$	-0.0928	-0.77
$γ_{9}$	-0.1314	-1.17
$γ_{10}$	0.1211	1.54

Estimation Period:
Aug 20, 2003 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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