Derwent London PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.91% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0138 | 14.50 | |
| 0.0752 | 35.08 | |
| 0.9212 | 442.06 | |
| 0.0902 | 4.48 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Derwent London PLC Analyses
Other AGARCH Analyses on Real Estate