Merchants Trust PLC/The GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.42% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0383 | 12.34 | |
| 0.0223 | 6.97 | |
| 0.8968 | 278.25 | |
| 0.1198 | 16.74 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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