Mercantile Investment Trust PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.73% (+5.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0721 | 23.11 | |
| 0.7615 | 128.20 | |
| 0.1391 | 24.24 | |
| 0.0028 | 5.53 | |
| 0.0203 | 10.88 | |
| 0.9777 | 464.69 |
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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