SmartCentres Real Estate Investment Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.67% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0516 | 18.36 | |
| 0.8187 | 216.25 | |
| 0.1138 | 25.03 | |
| 0.2305 | 10.66 | |
| 0.8911 | 53.33 | |
| 0.0000 | 0.00 |
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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