Merlin Properties Socimi SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.13% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0374 | 12.06 | |
| 0.0425 | 7.36 | |
| 0.9114 | 234.89 | |
| 0.0739 | 7.94 |
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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