Hammerson PLC GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.11% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 19.84 | |
| 0.0572 | 31.54 | |
| 0.9371 | 476.66 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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