Hammerson PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.19% (-2.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7326 | 7.12 | |
| 0.1512 | 3.71 | |
| 0.6662 | 10.61 | |
| 1.9276 | 3.37 | |
| -3.1181 | -2.41 | |
| 2.5968 | 1.91 | |
| -3.3532 | -3.52 | |
| 3.2697 | 5.15 | |
| -2.0022 | -3.81 | |
| 0.8857 | 1.28 | |
| -0.3361 | -0.32 |
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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