V-Lab: SmartCentres Real Estate Investment Trust GAS-GARCH Student T Volatility Analysis

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V-Lab

SmartCentres Real Estate Investment Trust GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:15.42% (-0.68%)

Analysis last updated: Saturday, May 18, 2024 at 04:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	16.3720	5.04
$α$	0.0692	75.13
$β$	0.9990	4459.82
$ν$	5	78.47

Estimation Period:
Feb 4, 1998 to May 17, 2024