V-Lab: SmartCentres Real Estate Investment Trust Zero Slope Spline-GARCH Volatility Analysis

V-Lab

SmartCentres Real Estate Investment Trust Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:14.58% (+0.11%)

Analysis last updated: Friday, May 9, 2025 at 02:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1900	2.23
$α$	0.1273	9.36
$β$	0.8400	51.01
$γ_{1}$	-0.9326	-5.25
$γ_{2}$	1.4809	6.34
$γ_{3}$	-0.6411	-6.23
$γ_{4}$	-0.0041	-0.05
$γ_{5}$	0.2425	2.18
$γ_{6}$	-0.2517	-2.20
$γ_{7}$	0.2052	1.85
$γ_{8}$	-0.1584	-1.15
$γ_{9}$	0.0691	0.60

Estimation Period:
Feb 4, 1998 to May 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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