Merlin Properties Socimi SA MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.96% (+3.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0920 | 0.46 | |
| 0.5109 | 0.52 | |
| -0.0253 | -0.10 | |
| 0.0055 | 0.06 | |
| 1.0000 | 0.41 | |
| 0.0000 | 0.00 |
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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