Merlin Properties Socimi SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:172.21% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6159 | 36,159,140.00 | |
| 0.2304 | 2,304,220.00 | |
| 0.7343 | 7,342,670.00 | |
| -367.2411 | -3,672,411,000.00 | |
| 961.6338 | 9,616,338,000.00 | |
| -1,042.6850 | -10,426,850,000.00 | |
| 581.3163 | 5,813,163,000.00 | |
| -129.5751 | -1,295,751,000.00 | |
| -15.8274 | -158,273,800.00 |
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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