Hammerson PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.38% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0160 | 7.35 | |
| 0.0958 | 30.74 | |
| 0.9922 | 1,411.43 | |
| -0.0433 | -10.70 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Real Estate