Granite Real Estate Investment Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.53% (+0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3321 | 6.07 | |
| 0.1981 | 6.61 | |
| 0.6401 | 14.06 | |
| -0.0534 | -0.40 | |
| 0.3974 | 2.03 | |
| -0.7672 | -5.95 | |
| 0.5573 | 4.15 | |
| -0.0177 | -0.14 | |
| -0.2741 | -2.24 | |
| 0.2985 | 2.43 | |
| -0.1253 | -1.06 | |
| -0.0995 | -0.81 | |
| 0.0709 | 0.41 |
Estimation Period:
Aug 20, 2003 to Feb 13, 2026
Aug 20, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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