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V-Lab

Vicinity Centres MF2-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Tuesday, June 9th, 2026

1 Day

0.03%

decreased by 11.85%

1 Week

0.03%

decreased by 11.85%

1 Month

0.03%

decreased by 11.85%

Analysis last updated: Saturday, June 6, 2026 at 06:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vicinity Centres MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
m61
α0.82688,268,010.00
β0.0000100.00
γ0.34643,463,770.00
λ10.000010.00
λ20.0000100.00
λ30.0000100.00
Estimation Period:
Dec 5, 2011 to Jun 5, 2026