Merlin Properties Socimi SA MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.32% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0798 | 8.34 | |
| 0.8044 | 56.13 | |
| 0.0577 | 4.28 | |
| 0.0082 | 2.93 | |
| 0.0342 | 3.63 | |
| 0.9638 | 100.47 |
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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