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

V-Lab

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

Volatility Prediction for Tuesday, June 3rd, 2025:22.14% (-1.95%)

Analysis last updated: Tuesday, June 3, 2025 at 01:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2937	5.94
$α$	0.2080	6.43
$β$	0.6214	13.00
$γ_{1}$	-0.1127	-0.78
$γ_{2}$	0.5202	2.44
$γ_{3}$	-0.8620	-5.90
$γ_{4}$	0.5683	3.76
$γ_{5}$	0.0238	0.17
$γ_{6}$	-0.2826	-2.04
$γ_{7}$	0.2377	1.77
$γ_{8}$	-0.0335	-0.27
$γ_{9}$	-0.1298	-1.15
$γ_{10}$	0.0667	0.90

Estimation Period:
Aug 20, 2003 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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