Vicinity Centres Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.84% (+0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8622 | 5.09 | |
| 0.0572 | 4.41 | |
| 0.9166 | 57.92 | |
| 0.0260 | 1.72 | |
| -0.0598 | -2.03 |
Estimation Period:
Dec 5, 2011 to Feb 6, 2026
Dec 5, 2011 to Feb 6, 2026
News Impact Curve
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