Vicinity Centres GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:21.62% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0252 | 10.80 | |
| 0.0222 | 10.19 | |
| 0.9482 | 385.27 | |
| 0.0347 | 5.34 |
Estimation Period:
Dec 5, 2011 to Mar 6, 2026
Dec 5, 2011 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
Other Vicinity Centres Analyses
Other GJR-GARCH Analyses on Real Estate