V-Lab
Mercantile Investment Trust PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:22.86% (-0.17%)
Analysis last updated: Tuesday, November 12, 2024 at 10:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7603 | 4.84 | |
| 0.1054 | 39.32 | |
| 0.9862 | 334.52 | |
| 5 | 13.72 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
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