Vicinity Centres AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.21% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0813 | 8.87 | |
| 0.0669 | 12.31 | |
| 0.8999 | 121.04 | |
| 0.4624 | 7.98 |
Estimation Period:
Dec 9, 2011 to Feb 6, 2026
Dec 9, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vicinity Centres Analyses
Other AGARCH Analyses on Real Estate