SmartCentres Real Estate Investment Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.70% (+2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2937 | 2.36 | |
| 0.1259 | 9.59 | |
| 0.8417 | 52.75 | |
| -0.8587 | -5.17 | |
| 1.3990 | 6.27 | |
| -0.6686 | -6.63 | |
| 0.0691 | 0.89 | |
| 0.1901 | 2.04 | |
| -0.2463 | -2.43 | |
| 0.2378 | 2.63 | |
| -0.2298 | -2.52 | |
| 0.1492 | 1.87 |
Estimation Period:
Feb 4, 1998 to Feb 13, 2026
Feb 4, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other SmartCentres Real Estate Investment Trust Analyses
Other Zero Slope Spline-GARCH Analyses on Real Estate