SmartCentres Real Estate Investment Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.37% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2493 | 2.31 | |
| 0.1262 | 9.50 | |
| 0.8408 | 51.85 | |
| -0.8766 | -5.24 | |
| 1.4257 | 6.36 | |
| -0.6812 | -6.76 | |
| 0.0730 | 0.95 | |
| 0.1905 | 2.03 | |
| -0.2443 | -2.40 | |
| 0.2235 | 2.32 | |
| -0.1826 | -1.42 | |
| 0.0174 | 0.08 |
Estimation Period:
Feb 4, 1998 to Feb 6, 2026
Feb 4, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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