SmartCentres Real Estate Investment Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:15.02% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0517 | 18.40 | |
| 0.8189 | 216.52 | |
| 0.1133 | 24.98 | |
| 0.2299 | 10.67 | |
| 0.8911 | 53.41 | |
| 0.0000 | 0.00 |
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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