V-Lab
Mercantile Investment Trust PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:20.57% (-0.90%)
Analysis last updated: Sunday, November 10, 2024 at 04:14 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0324 | 22.26 | |
| 0.1313 | 46.73 | |
| 0.8477 | 295.27 | |
| 0.2248 | 16.07 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
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