SmartCentres Real Estate Investment Trust AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:15.07% (+1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0107 | 5.84 | |
| 0.0931 | 32.14 | |
| 0.9066 | 285.28 | |
| 0.2528 | 12.63 |
Estimation Period:
Feb 4, 1998 to Feb 20, 2026
Feb 4, 1998 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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