Hammerson PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.62% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0154 | 8.56 | |
| 0.9579 | 728.42 | |
| 0.0457 | 21.14 | |
| 4.2369 | 100.74 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Hammerson PLC Analyses
Other MF2-GARCH Analyses on Real Estate