Vicinity Centres GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.81% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 10.86 | |
| 0.0224 | 10.19 | |
| 0.9477 | 382.75 | |
| 0.0350 | 5.34 |
Estimation Period:
Dec 5, 2011 to Feb 13, 2026
Dec 5, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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