Mereo Biopharma Group PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:128.62% (+26.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3590 | 6.16 | |
| 0.2110 | 15.15 | |
| 0.9179 | 71.80 | |
| 0.0906 | 5.88 |
Estimation Period:
Apr 24, 2019 to Feb 6, 2026
Apr 24, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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