V-Lab: Vicinity Centres APARCH Volatility Analysis

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V-Lab

Vicinity Centres APARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:24.03% (-0.62%)

Analysis last updated: Thursday, May 9, 2024 at 07:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0226	11.63
$α$	0.0436	15.55
$β$	0.9468	359.60
$γ$	0.3353	10.65
$δ$	1.7094	17.00

Estimation Period:
Dec 5, 2011 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts