LondonMetric Property PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.43% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0388 | 10.64 | |
| 0.0868 | 24.99 | |
| 0.8859 | 222.81 | |
| 0.3278 | 10.19 |
Estimation Period:
Nov 6, 2007 to Feb 6, 2026
Nov 6, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other LondonMetric Property PLC Analyses
Other AGARCH Analyses on Real Estate