Mercantile Investment Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.86% (+5.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0367 | 27.00 | |
| 0.0752 | 23.90 | |
| 0.8502 | 319.39 | |
| 0.1110 | 14.19 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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