Mercantile Investment Trust PLC GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.89% (+4.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0358 | 27.32 | |
| 0.1443 | 48.25 | |
| 0.8382 | 289.05 |
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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