Merlin Properties Socimi SA EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.76% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0191 | 7.17 | |
| 0.1314 | 16.61 | |
| 0.9870 | 718.34 | |
| -0.0591 | -8.76 |
Estimation Period:
Jun 30, 2014 to Feb 6, 2026
Jun 30, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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