LondonMetric Property PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.63% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6072 | 2.90 | |
| 0.1054 | 5.16 | |
| 0.8174 | 24.65 | |
| 0.1284 | 0.53 | |
| -0.3176 | -0.87 | |
| 0.3141 | 1.42 | |
| -0.2333 | -1.46 | |
| 0.1975 | 1.56 | |
| -0.0032 | -0.02 | |
| -0.2965 | -1.91 | |
| 0.3059 | 2.80 |
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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