Scentre Group GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.22% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1267 | 12.62 | |
| 0.0614 | 7.13 | |
| 0.8824 | 140.02 | |
| 0.0393 | 2.62 |
Estimation Period:
Jun 5, 2018 to Jan 30, 2026
Jun 5, 2018 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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