Mercantile Investment Trust PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:11.62% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0722 | 23.11 | |
| 0.7612 | 127.75 | |
| 0.1386 | 24.17 | |
| 0.0028 | 5.51 | |
| 0.0203 | 10.86 | |
| 0.9777 | 464.26 |
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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