V-Lab
Mercantile Investment Trust PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, September 20th, 2024:15.42% (+1.25%)
Analysis last updated: Saturday, September 21, 2024 at 12:33 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8039 | 5.60 | |
| 0.1478 | 9.39 | |
| 0.7844 | 40.51 | |
| -0.0552 | -1.48 | |
| 0.1251 | 2.36 | |
| -0.1170 | -3.94 | |
| 0.0939 | 3.54 | |
| -0.1169 | -4.05 | |
| 0.0961 | 2.96 | |
| 0.0354 | 1.23 | |
| -0.1772 | -4.18 |
Estimation Period:
Jan 2, 1990 to Sep 13, 2024
Jan 2, 1990 to Sep 13, 2024
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