SmartCentres Real Estate Investment Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:13.67% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2496 | 2.30 | |
| 0.1262 | 9.52 | |
| 0.8411 | 52.04 | |
| -0.8764 | -5.23 | |
| 1.4263 | 6.35 | |
| -0.6843 | -6.78 | |
| 0.0775 | 1.01 | |
| 0.1866 | 2.00 | |
| -0.2421 | -2.39 | |
| 0.2232 | 2.33 | |
| -0.1848 | -1.45 | |
| 0.0248 | 0.12 |
Estimation Period:
Feb 4, 1998 to Feb 13, 2026
Feb 4, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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