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

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

Volatility Prediction for Friday, December 12th, 2025:11.74% (-0.17%)

Analysis last updated: Friday, December 12, 2025 at 12:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2730	2.35
$α$	0.1258	9.52
$β$	0.8415	52.55
$γ_{1}$	-0.8741	-5.20
$γ_{2}$	1.4151	6.30
$γ_{3}$	-0.6585	-6.53
$γ_{4}$	0.0455	0.57
$γ_{5}$	0.2112	2.15
$γ_{6}$	-0.2577	-2.46
$γ_{7}$	0.2415	2.58
$γ_{8}$	-0.2258	-2.21
$γ_{9}$	0.1400	1.58

Estimation Period:
Feb 4, 1998 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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