LondonMetric Property PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.01% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3987 | 10.20 | |
| 0.0635 | 81.68 | |
| 0.9963 | 2,430.10 | |
| 2.8983 | 254.44 |
Estimation Period:
Nov 6, 2007 to Feb 6, 2026
Nov 6, 2007 to Feb 6, 2026
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