V-Lab
Mercantile Investment Trust PLC AGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:19.75% (-1.16%)
Analysis last updated: Tuesday, November 12, 2024 at 10:19 PM 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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