SmartCentres Real Estate Investment Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:13.83% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9886 | 1.94 | |
| 0.1260 | 9.39 | |
| 0.8412 | 50.26 | |
| -1.1195 | -5.31 | |
| 1.6641 | 6.24 | |
| -0.5325 | -4.21 | |
| -0.1809 | -1.35 | |
| 0.2821 | 2.01 | |
| -0.1012 | -0.84 | |
| -0.0723 | -0.64 | |
| 0.1577 | 1.34 | |
| -0.1703 | -1.34 | |
| -0.0151 | -0.07 |
Estimation Period:
Feb 4, 1998 to Jan 30, 2026
Feb 4, 1998 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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