LondonMetric Property PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.93% (-21.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.6882 | 6,882,260.00 | |
| 0.0618 | 617,740.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.3217 | 10.06 | |
| 0.1828 | 7.03 | |
| 0.0000 | 0.00 |
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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