Vicinity Centres Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:22.21% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7588 | 6.15 | |
| 0.0552 | 4.39 | |
| 0.9247 | 62.71 | |
| -0.0021 | -1.39 |
Estimation Period:
Dec 5, 2011 to Feb 20, 2026
Dec 5, 2011 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Vicinity Centres Analyses
Other Zero Slope Spline-GARCH Analyses on Real Estate