Granite Real Estate Investment Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.21% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3593 | 6.18 | |
| 0.1982 | 6.60 | |
| 0.6401 | 14.06 | |
| -0.0293 | -0.22 | |
| 0.3590 | 1.82 | |
| -0.7407 | -5.70 | |
| 0.5353 | 3.96 | |
| -0.0038 | -0.03 | |
| -0.2762 | -2.24 | |
| 0.2892 | 2.35 | |
| -0.1070 | -0.92 | |
| -0.1255 | -1.14 | |
| 0.1274 | 1.64 |
Estimation Period:
Aug 20, 2003 to Feb 6, 2026
Aug 20, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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