Dexus Convenience Retail Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.22% (+1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6790 | 9.03 | |
| 0.1191 | 5.63 | |
| 0.8196 | 26.19 | |
| -0.0095 | -3.37 |
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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