Mercantile Investment Trust PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.48% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0722 | 23.13 | |
| 0.7615 | 128.30 | |
| 0.1390 | 24.23 | |
| 0.0028 | 5.55 | |
| 0.0202 | 10.91 | |
| 0.9779 | 470.15 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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