Hammerson PLC AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.89% (+2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0446 | 3.86 | |
| 0.1223 | 21.29 | |
| 0.8710 | 169.55 | |
| 0.7960 | 9.37 |
Estimation Period:
Sep 1, 2016 to Feb 6, 2026
Sep 1, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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