Mercantile Investment Trust PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.05% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7797 | 5.17 | |
| 0.1480 | 9.73 | |
| 0.7863 | 42.02 | |
| -0.0872 | -1.91 | |
| 0.1816 | 2.81 | |
| -0.1624 | -4.22 | |
| 0.1353 | 3.58 | |
| -0.1333 | -3.39 | |
| 0.0572 | 1.58 | |
| 0.0688 | 1.74 | |
| -0.0682 | -1.42 | |
| -0.0938 | -1.62 |
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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