Merlin Properties Socimi SA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.53% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0002 | -0.09 | |
| 0.0306 | 10.01 | |
| 0.9716 | 409.94 | |
| -0.1076 | -0.36 |
Estimation Period:
Jul 7, 2014 to Feb 6, 2026
Jul 7, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Merlin Properties Socimi SA Analyses
Other AGARCH Analyses on Real Estate