Hammerson PLC AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.75% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0096 | 3.94 | |
| 0.0495 | 32.89 | |
| 0.9447 | 562.67 | |
| 0.5234 | 11.68 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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