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

V-Lab

Vicinity Centres GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, June 3rd, 2025:20.69% (-0.76%)

Analysis last updated: Tuesday, June 3, 2025 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1164	6.88
$α$	0.0592	20.52
$β$	0.9830	332.43
$ν$	7.2109	3.36

Estimation Period:
Dec 5, 2011 to May 30, 2025