Vicinity Centres EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.06% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0913 | 6.01 | |
| 0.1661 | 15.23 | |
| 0.9204 | 54.18 | |
| -0.0518 | -4.82 |
Estimation Period:
Dec 9, 2011 to Feb 6, 2026
Dec 9, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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