V-Lab: Vicinity Centres GAS-GARCH Student T Volatility Analysis

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V-Lab

Vicinity Centres GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:19.09% (-0.82%)

Analysis last updated: Tuesday, November 12, 2024 at 08:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1441	6.67
$α$	0.0612	20.35
$β$	0.9831	326.83
$ν$	7	3.32

Estimation Period:
Dec 5, 2011 to Nov 8, 2024