Vicinity Centres GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
24.85%
decreased by 0.47%
1 Week
24.81%
decreased by 0.51%
1 Month
24.63%
decreased by 0.69%
Analysis last updated: Saturday, June 6, 2026 at 06:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0243 | 10.61 | |
| 0.0206 | 10.09 | |
| 0.9505 | 402.08 | |
| 0.0341 | 5.43 |
Estimation Period:
Dec 5, 2011 to Jun 5, 2026
Dec 5, 2011 to Jun 5, 2026
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