Mercantile Investment Trust PLC AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.75% (+8.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0333 | 22.27 | |
| 0.1315 | 47.64 | |
| 0.8458 | 297.61 | |
| 0.2398 | 17.28 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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