V-Lab: Vicinity Centres MF2-GARCH Volatility Analysis

V-Lab

Vicinity Centres MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, June 3rd, 2025:6.16% (-12.06%)

Analysis last updated: Tuesday, June 3, 2025 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.8745	8,745,370.00
$β$	0.0000	100.00
$γ$	0.2509	2,509,070.00
$λ_{1}$	0.0000	10.00
$λ_{2}$	0.0000	100.00
$λ_{3}$	0.0000	100.00

Estimation Period:
Dec 5, 2011 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts