Vicinity Centres GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.40% (+1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0883 | 6.83 | |
| 0.0596 | 19.91 | |
| 0.9818 | 305.57 | |
| 6.9276 | 3.49 |
Estimation Period:
Dec 5, 2011 to Feb 6, 2026
Dec 5, 2011 to Feb 6, 2026
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