Hammerson PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.38% (+3.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7319 | 7.13 | |
| 0.1526 | 3.74 | |
| 0.6631 | 10.61 | |
| 1.9082 | 3.33 | |
| -3.0808 | -2.38 | |
| 2.5597 | 1.88 | |
| -3.3124 | -3.48 | |
| 3.2179 | 5.09 | |
| -1.9190 | -3.81 | |
| 0.7205 | 1.30 | |
| 0.0794 | 0.17 |
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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