Dexus Convenience Retail Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.18% (+1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7401 | 7.35 | |
| 0.1240 | 5.71 | |
| 0.8011 | 22.92 | |
| 0.0428 | 1.19 | |
| -0.1272 | -1.89 |
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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