SmartCentres Real Estate Investment Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:14.75% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0156 | 11.07 | |
| 0.0438 | 9.96 | |
| 0.9176 | 267.43 | |
| 0.0727 | 10.35 |
Estimation Period:
Feb 4, 1998 to Mar 6, 2026
Feb 4, 1998 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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