British Land Co PLC/The GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.39% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0503 | 23.37 | |
| 0.0566 | 13.24 | |
| 0.9084 | 379.78 | |
| 0.0454 | 7.31 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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