Hammerson PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.55% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5247 | 3.71 | |
| 0.0703 | 8.67 | |
| 0.9092 | 95.02 | |
| -0.0712 | -1.38 | |
| 0.1042 | 1.47 | |
| -0.0382 | -1.02 | |
| 0.0120 | 0.37 | |
| -0.0552 | -1.58 | |
| 0.1440 | 3.27 | |
| -0.1771 | -3.24 | |
| 0.1039 | 2.31 |
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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