Merchants Trust PLC/The EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:13.96% (+2.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0143 | 4.42 | |
| 0.1541 | 24.06 | |
| 0.9781 | 567.69 | |
| -0.0954 | -18.58 |
Estimation Period:
Jan 2, 2007 to Jan 30, 2026
Jan 2, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Merchants Trust PLC/The Analyses
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