Vicinity Centres GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.12% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0301 | 13.23 | |
| 0.0515 | 17.45 | |
| 0.9344 | 285.06 |
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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