Merlin Properties Socimi SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.10% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 2.90 | |
| 0.0312 | 5.50 | |
| 0.9777 | 348.68 | |
| -0.0178 | -2.53 |
Estimation Period:
Jul 7, 2014 to Feb 6, 2026
Jul 7, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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