Mercia Asset Management PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.36% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1870 | 3.93 | |
| 0.2164 | 4.87 | |
| 0.6003 | 9.29 | |
| 0.2868 | 1.89 | |
| -0.4919 | -2.21 | |
| 0.2685 | 2.04 | |
| -0.0864 | -0.53 |
Estimation Period:
Dec 18, 2014 to Feb 6, 2026
Dec 18, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Mercia Asset Management PLC Analyses
Other Spline-GARCH Analyses on International Equities