V-Lab
Mercantile Investment Trust PLC APARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:21.68% (-0.33%)
Analysis last updated: Sunday, November 10, 2024 at 04:14 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0375 | 28.78 | |
| 0.1337 | 44.64 | |
| 0.8631 | 289.06 | |
| 0.2505 | 21.56 | |
| 1.3867 | 31.31 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
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