Vicinity Centres MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.94% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0606 | 12.46 | |
| 0.8457 | 90.05 | |
| 0.0444 | 5.44 | |
| 0.0050 | 1.91 | |
| 0.0068 | 3.17 | |
| 0.9917 | 326.53 |
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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