Charter Hall Retail Reit Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.42% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0268 | 6.06 | |
| 0.0614 | 6.92 | |
| 0.9192 | 86.85 | |
| 0.0406 | 2.85 | |
| -0.0724 | -3.55 | |
| 0.0606 | 4.42 | |
| -0.0531 | -3.02 |
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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