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	param	t-stat
$ω$	1.3798	6.28
$α$	0.1956	6.72
$β$	0.6466	14.51
$γ_{1}$	-0.0161	-0.13
$γ_{2}$	0.3261	1.72
$γ_{3}$	-0.7099	-5.77
$γ_{4}$	0.5355	4.21
$γ_{5}$	-0.0329	-0.27
$γ_{6}$	-0.2509	-2.20
$γ_{7}$	0.2931	2.56
$γ_{8}$	-0.1419	-1.33
$γ_{9}$	-0.0906	-0.88
$γ_{10}$	0.1151	1.54

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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