Mercantile Investment Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:11.95% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0367 | 27.06 | |
| 0.0752 | 23.90 | |
| 0.8503 | 319.55 | |
| 0.1105 | 14.16 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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