Vicinity Centres GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:23.43% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0259 | 10.96 | |
| 0.0231 | 10.22 | |
| 0.9466 | 377.73 | |
| 0.0357 | 5.36 |
Estimation Period:
Dec 5, 2011 to Dec 5, 2025
Dec 5, 2011 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
Other Vicinity Centres Analyses
Other GJR-GARCH Analyses on Real Estate