Vicinity Centres Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.16% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9294 | 2.40 | |
| 0.0868 | 4.52 | |
| 0.8234 | 23.40 | |
| 0.2806 | 1.28 | |
| -0.4990 | -1.73 | |
| 0.4230 | 3.42 | |
| -0.3149 | -3.21 | |
| 0.0951 | 0.96 | |
| 0.0383 | 0.46 |
Estimation Period:
Dec 9, 2011 to Feb 13, 2026
Dec 9, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Vicinity Centres Analyses
Other Zero Slope Spline-GARCH Analyses on Real Estate