Mercantile Investment Trust PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.10% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 14.58 | |
| 0.2412 | 47.76 | |
| 0.9620 | 704.24 | |
| -0.0671 | -13.97 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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