Hammerson PLC EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.67% (+2.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0104 | 2.05 | |
| 0.0796 | 14.33 | |
| 0.9968 | 709.99 | |
| -0.0777 | -8.98 |
Estimation Period:
Sep 1, 2016 to Feb 6, 2026
Sep 1, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Real Estate