Mercantile Investment Trust PLC EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.48% (+4.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0210 | 14.52 | |
| 0.2409 | 47.71 | |
| 0.9621 | 704.82 | |
| -0.0671 | -13.98 |
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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