Mereo Biopharma Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:227.30% (+4.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6867 | 3.69 | |
| 0.0683 | 2.18 | |
| 0.5141 | 3.02 | |
| -1.6045 | -0.63 | |
| 0.3706 | 0.09 | |
| 0.8654 | 0.22 | |
| 3.9104 | 1.03 | |
| -7.0588 | -2.53 | |
| 4.7508 | 2.00 | |
| -1.5694 | -0.75 | |
| 0.0689 | 0.03 | |
| 3.6733 | 1.37 | |
| -6.0783 | -2.25 |
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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