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Mercantile Investment Trust PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.00% (-0.50%)
Analysis last updated: Sunday, February 8, 2026 at 03:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mercantile Investment Trust PLC S0GARCH
paramt-stat
ω0.79764.94
α0.14669.64
β0.788341.73
γ1-0.0949-1.54
γ20.18402.09
γ3-0.1243-2.24
γ40.04570.94
γ50.00490.12
γ6-0.0740-1.82
γ70.05691.31
γ80.10662.71
γ9-0.2045-4.96
γ100.12874.12
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts