Merchants Trust PLC/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.01% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8720 | 5.24 | |
| 0.0988 | 6.93 | |
| 0.8365 | 38.80 | |
| -0.2871 | -4.53 | |
| 0.4162 | 4.54 | |
| -0.1681 | -2.96 | |
| 0.1192 | 2.32 | |
| -0.1937 | -3.33 | |
| 0.1685 | 3.46 |
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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