LondonMetric Property PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.61% (+1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0411 | 12.75 | |
| 0.0398 | 11.45 | |
| 0.8975 | 263.04 | |
| 0.0802 | 8.72 |
Estimation Period:
Nov 6, 2007 to Jan 30, 2026
Nov 6, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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