SmartCentres Real Estate Investment Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:13.34% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.8276 | 4.73 | |
| 0.0707 | 72.54 | |
| 0.9990 | 4,197.48 | |
| 4.7895 | 67.17 |
Estimation Period:
Feb 4, 1998 to Dec 5, 2025
Feb 4, 1998 to Dec 5, 2025
Other SmartCentres Real Estate Investment Trust Analyses
Other GAS-GARCH Student T Analyses on Real Estate