Merlin Properties Socimi SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.83% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8554 | 4.10 | |
| 0.0792 | 20.41 | |
| 0.9839 | 265.56 | |
| 4.9363 | 6.65 |
Estimation Period:
Jun 30, 2014 to Feb 6, 2026
Jun 30, 2014 to Feb 6, 2026
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