Hammerson PLC GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.11% (+3.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1488 | 9.07 | |
| 0.1294 | 20.14 | |
| 0.8629 | 142.25 |
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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