SmartCentres Real Estate Investment Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:14.01% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0157 | 11.07 | |
| 0.0438 | 9.93 | |
| 0.9175 | 266.49 | |
| 0.0727 | 10.33 |
Estimation Period:
Feb 4, 1998 to Feb 13, 2026
Feb 4, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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