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Mercantile Investment Trust PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.05% (-0.57%)
Analysis last updated: Sunday, February 8, 2026 at 03:37 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mercantile Investment Trust PLC SGARCH
paramt-stat
ω0.77975.17
α0.14809.73
β0.786342.02
γ1-0.0872-1.91
γ20.18162.81
γ3-0.1624-4.22
γ40.13533.58
γ5-0.1333-3.39
γ60.05721.58
γ70.06881.74
γ8-0.0682-1.42
γ9-0.0938-1.62
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts