SmartCentres Real Estate Investment Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.98% (+2.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0519 | 18.42 | |
| 0.8190 | 216.78 | |
| 0.1132 | 24.90 | |
| 0.2308 | 10.68 | |
| 0.8910 | 53.42 | |
| 0.0000 | 0.00 |
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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