Hammerson PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.91% (+2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.00 | |
| 0.9613 | 340.53 | |
| 0.0724 | 18.43 | |
| 10.0000 | 0.11 | |
| 0.1957 | 0.11 | |
| 0.0000 | 0.00 |
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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