V-Lab: Vicinity Centres APARCH Volatility Analysis

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V-Lab

Vicinity Centres APARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:25.06% (-0.33%)

Analysis last updated: Saturday, April 20, 2024 at 08:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0227	11.63
$α$	0.0439	15.59
$β$	0.9466	357.77
$γ$	0.3349	10.58
$δ$	1.7050	16.93

Estimation Period:
Dec 5, 2011 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts