British Land Co PLC/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.01% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0502 | 23.37 | |
| 0.0566 | 13.23 | |
| 0.9085 | 380.14 | |
| 0.0454 | 7.31 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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