Dexus Convenience Retail EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.98% (+1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 11.96 | |
| 0.1774 | 20.98 | |
| 0.9771 | 540.72 | |
| -0.0150 | -1.29 |
Estimation Period:
Jul 27, 2017 to Feb 6, 2026
Jul 27, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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