LondonMetric Property PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.63% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0353 | 10.71 | |
| 0.1871 | 23.78 | |
| 0.9463 | 243.19 | |
| -0.0534 | -6.86 |
Estimation Period:
Nov 6, 2007 to Feb 6, 2026
Nov 6, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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