Mercia Asset Management PLC GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.66% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5525 | 12.41 | |
| 0.1826 | 19.69 | |
| 0.7112 | 46.64 |
Estimation Period:
Dec 18, 2014 to Feb 6, 2026
Dec 18, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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