Vicinity Centres Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:23.89% (+1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7559 | 6.04 | |
| 0.0562 | 4.43 | |
| 0.9238 | 62.26 | |
| -0.0023 | -1.41 |
Estimation Period:
Dec 5, 2011 to Dec 5, 2025
Dec 5, 2011 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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