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

V-Lab

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

Volatility Prediction for Friday, May 9th, 2025:17.54% (+0.09%)

Analysis last updated: Friday, May 9, 2025 at 02:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	16.3279	4.90
$α$	0.0698	73.83
$β$	0.9990	4,343.48
$ν$	4.6706	72.53

Estimation Period:
Feb 4, 1998 to May 2, 2025