V-Lab: Charter Hall Group MF2-GARCH Volatility Analysis

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Charter Hall Group MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:21.54% (+0.43%)

Analysis last updated: Saturday, December 13, 2025 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0405	12.75
$β$	0.8351	79.23
$γ$	0.0652	11.16
$λ_{1}$	0.0257	2.49
$λ_{2}$	0.0774	3.38
$λ_{3}$	0.9176	37.60

Estimation Period:
Jun 13, 2005 to Dec 12, 2025

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Volatility Forecasts

Volatility Forecasts