Scentre Group MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.60% (+4.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0926 | 10.16 | |
| 0.6200 | 15.96 | |
| 0.0389 | 2.46 | |
| 1.0762 | 0.27 | |
| 0.7009 | 0.26 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 5, 2018 to Feb 6, 2026
Jun 5, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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