SmartCentres Real Estate Investment Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.48% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0157 | 11.06 | |
| 0.0439 | 9.93 | |
| 0.9176 | 266.65 | |
| 0.0726 | 10.32 |
Estimation Period:
Feb 4, 1998 to Feb 6, 2026
Feb 4, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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