Charter Hall Retail Reit MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.98% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0569 | 20.88 | |
| 0.9290 | 360.65 | |
| 0.0036 | 1.04 | |
| 1.0550 | 1.65 | |
| 0.0000 | 0.00 | |
| 0.4586 | 1.67 |
Estimation Period:
Jun 15, 1998 to Feb 6, 2026
Jun 15, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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