Merchants Trust PLC/The MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.48% (+3.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0041 | 1.28 | |
| 0.8519 | 202.70 | |
| 0.1477 | 31.73 | |
| 0.2000 | 0.28 | |
| 0.7216 | 0.27 | |
| 0.1495 | 0.05 |
Estimation Period:
Jan 2, 2007 to Jan 30, 2026
Jan 2, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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