Vicinity Centres GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.60% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1018 | 6.63 | |
| 0.0301 | 6.15 | |
| 0.9044 | 164.26 | |
| 0.0577 | 3.98 |
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 GJR-GARCH Analyses on Real Estate