V-Lab: Mercantile Investment Trust PLC GAS-GARCH Student T Volatility Analysis

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V-Lab

Mercantile Investment Trust PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, November 11th, 2024:23.03% (-0.90%)

Analysis last updated: Sunday, November 10, 2024 at 04:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7603	4.84
$α$	0.1054	39.32
$β$	0.9862	334.52
$ν$	5	13.72

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

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