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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.8268 | 8,268,010.00 | |
| 0.0000 | 100.00 | |
| 0.3464 | 3,463,770.00 | |
| 0.0000 | 10.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Dec 5, 2011 to Jun 5, 2026
Dec 5, 2011 to Jun 5, 2026
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