V-Lab: SmartCentres Real Estate Investment Trust MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

SmartCentres Real Estate Investment Trust MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:13.64% (-0.29%)

Analysis last updated: Saturday, May 18, 2024 at 04:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.0502	17.62
$β$	0.8240	229.03
$γ$	0.1163	25.08
$λ_{1}$	0.2365	10.99
$λ_{2}$	0.8978	54.28
$λ_{3}$	0.0000	0.00

Estimation Period:
Feb 4, 1998 to May 17, 2024

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Volatility Forecasts

Volatility Forecasts