Derwent London PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.23% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5485 | 4.51 | |
| 0.0973 | 7.75 | |
| 0.8578 | 48.70 | |
| -0.0529 | -1.33 | |
| 0.0997 | 1.63 | |
| -0.0489 | -1.25 | |
| -0.0367 | -1.24 | |
| 0.0609 | 2.79 | |
| -0.0152 | -0.87 | |
| -0.0169 | -1.33 |
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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