V-Lab: Vicinity Centres GJR-GARCH Volatility Analysis

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V-Lab

Vicinity Centres GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:20.96% (-0.41%)

Analysis last updated: Tuesday, November 12, 2024 at 08:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0235	9.71
$α$	0.0201	9.57
$β$	0.9491	381.92
$γ$	0.0396	5.79

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts