V-Lab
Mercantile Investment Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:21.19% (-0.65%)
Analysis last updated: Sunday, November 10, 2024 at 04:13 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0353 | 26.26 | |
| 0.0763 | 23.87 | |
| 0.8524 | 316.29 | |
| 0.1072 | 13.60 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
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