Vicinity Centres EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.45% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0151 | 6.74 | |
| 0.1139 | 20.44 | |
| 0.9856 | 892.76 | |
| -0.0302 | -4.01 |
Estimation Period:
Dec 5, 2011 to Jan 30, 2026
Dec 5, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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