Hammerson PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.67% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0207 | 2.97 | |
| 0.0027 | 1.32 | |
| 0.9572 | 475.51 | |
| 0.0801 | 13.23 |
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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