Vicinity Centres EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.40% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0150 | 6.74 | |
| 0.1137 | 20.42 | |
| 0.9856 | 892.78 | |
| -0.0302 | -4.03 |
Estimation Period:
Dec 5, 2011 to Feb 13, 2026
Dec 5, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Vicinity Centres Analyses
Other EGARCH Analyses on Real Estate