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V-Lab
SmartCentres Real Estate Investment Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:13.82% (-0.19%)
Analysis last updated: Friday, December 12, 2025 at 12:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SmartCentres Real Estate Investment Trust GJR-GARCH
paramt-stat
ω0.015710.92
α0.04349.87
β0.9177267.07
γ0.073410.45
Estimation Period:
Feb 4, 1998 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts