Hammerson PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.59% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0176 | 11.00 | |
| 0.0170 | 9.75 | |
| 0.9554 | 654.36 | |
| 0.0468 | 16.85 |
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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