Mercia Asset Management PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.63% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1831 | 3.92 | |
| 0.2180 | 4.84 | |
| 0.6016 | 9.37 | |
| 0.2799 | 1.85 | |
| -0.4773 | -2.18 | |
| 0.2449 | 2.14 | |
| -0.0258 | -0.40 |
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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