Vicinity Centres GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.46% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0698 | 6.85 | |
| 0.0596 | 19.87 | |
| 0.9816 | 302.50 | |
| 6.9120 | 3.49 |
Estimation Period:
Dec 5, 2011 to Feb 20, 2026
Dec 5, 2011 to Feb 20, 2026
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