LondonMetric Property PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.10% (+2.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5424 | 3.44 | |
| 0.1087 | 5.16 | |
| 0.8149 | 26.09 | |
| -0.0508 | -1.15 | |
| 0.0438 | 0.72 | |
| 0.0587 | 1.84 | |
| -0.1665 | -3.61 |
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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