Vicinity Centres EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.78% (+1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0151 | 6.76 | |
| 0.1139 | 20.45 | |
| 0.9856 | 893.58 | |
| -0.0302 | -4.03 |
Estimation Period:
Dec 5, 2011 to Feb 6, 2026
Dec 5, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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