Vicinity Centres Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.57% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8625 | 5.17 | |
| 0.0574 | 4.42 | |
| 0.9157 | 57.33 | |
| 0.0265 | 1.79 | |
| -0.0621 | -2.15 |
Estimation Period:
Dec 5, 2011 to Feb 20, 2026
Dec 5, 2011 to Feb 20, 2026
News Impact Curve
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