Mercantile Investment Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.18% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0369 | 27.08 | |
| 0.0753 | 23.92 | |
| 0.8500 | 318.82 | |
| 0.1110 | 14.19 |
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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