Derwent London PLC GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.06% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0139 | 16.41 | |
| 0.0755 | 35.07 | |
| 0.9212 | 442.87 |
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 GARCH Analyses on Real Estate