SmartCentres Real Estate Investment Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:13.24% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0157 | 11.06 | |
| 0.0438 | 9.94 | |
| 0.9175 | 266.96 | |
| 0.0728 | 10.36 |
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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