Londonmetric Property PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.11% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0490 | 5.36 | |
| 0.0057 | 1.70 | |
| 0.9451 | 231.65 | |
| 0.0677 | 6.12 |
Estimation Period:
Aug 15, 2018 to Feb 6, 2026
Aug 15, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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