Vicinity Centres Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.38% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9286 | 2.39 | |
| 0.0867 | 4.50 | |
| 0.8236 | 23.33 | |
| 0.2811 | 1.28 | |
| -0.4982 | -1.72 | |
| 0.4161 | 3.33 | |
| -0.2954 | -2.88 | |
| 0.0516 | 0.44 | |
| 0.1495 | 0.92 |
Estimation Period:
Dec 9, 2011 to Feb 6, 2026
Dec 9, 2011 to Feb 6, 2026
News Impact Curve
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