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SmartCentres Real Estate Investment Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:12.39% (-0.17%)
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 MF2-GARCH
paramt-stat
m51
α0.051418.29
β0.8200218.71
γ0.113424.93
λ10.233010.75
λ20.890653.51
λ30.00000.00
Estimation Period:
Feb 4, 1998 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts