Dexus GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.03% (+2.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0494 | 23.83 | |
| 0.0734 | 39.92 | |
| 0.9057 | 408.91 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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