Vicinity Centres GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.04% (+0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0254 | 10.82 | |
| 0.0223 | 10.17 | |
| 0.9478 | 384.35 | |
| 0.0352 | 5.39 |
Estimation Period:
Dec 5, 2011 to Feb 6, 2026
Dec 5, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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