V-Lab
V-Lab
Vicinity Centres GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 12th, 2025:20.99% (-0.36%)
Analysis last updated: Sunday, May 11, 2025 at 01:13 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vicinity Centres GJR-GARCH
paramt-stat
ω0.024810.53
α0.022410.06
β0.9477378.62
γ0.03635.29
Estimation Period:
Dec 5, 2011 to May 9, 2025
Impact of return on volatility tomorrow
Volatility Forecasts