Vicinity Centres AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:21.38% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0501 | 15.86 | |
| 0.0677 | 23.57 | |
| 0.9076 | 266.32 | |
| 0.1785 | 4.15 |
Estimation Period:
Dec 5, 2011 to Feb 20, 2026
Dec 5, 2011 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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