SmartCentres Real Estate Investment Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.72% (+1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2971 | 2.38 | |
| 0.1255 | 9.55 | |
| 0.8420 | 52.77 | |
| -0.8583 | -5.19 | |
| 1.3982 | 6.28 | |
| -0.6662 | -6.61 | |
| 0.0645 | 0.83 | |
| 0.1945 | 2.07 | |
| -0.2489 | -2.45 | |
| 0.2396 | 2.65 | |
| -0.2316 | -2.50 | |
| 0.1501 | 1.86 |
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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