Dexus Convenience Retail GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.40% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0539 | 13.29 | |
| 0.1046 | 21.24 | |
| 0.8602 | 145.79 |
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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