Centuria Office Reit EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.10% (+2.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0170 | 5.78 | |
| 0.1022 | 11.87 | |
| 0.9858 | 520.22 | |
| -0.0251 | -3.04 |
Estimation Period:
Dec 10, 2014 to Feb 6, 2026
Dec 10, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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