Mercantile Investment Trust PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.00% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7976 | 4.94 | |
| 0.1466 | 9.64 | |
| 0.7883 | 41.73 | |
| -0.0949 | -1.54 | |
| 0.1840 | 2.09 | |
| -0.1243 | -2.24 | |
| 0.0457 | 0.94 | |
| 0.0049 | 0.12 | |
| -0.0740 | -1.82 | |
| 0.0569 | 1.31 | |
| 0.1066 | 2.71 | |
| -0.2045 | -4.96 | |
| 0.1287 | 4.12 |
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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