SmartCentres Real Estate Investment Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:13.30% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3110 | 2.40 | |
| 0.1253 | 9.56 | |
| 0.8422 | 52.83 | |
| -0.8509 | -5.17 | |
| 1.3899 | 6.27 | |
| -0.6686 | -6.64 | |
| 0.0720 | 0.94 | |
| 0.1871 | 2.02 | |
| -0.2442 | -2.43 | |
| 0.2375 | 2.64 | |
| -0.2322 | -2.60 | |
| 0.1525 | 1.95 |
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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