Merlin Properties Socimi SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.90% (+1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6922 | 3.27 | |
| 0.1124 | 4.53 | |
| 0.8088 | 22.14 | |
| -0.4703 | -2.34 | |
| 0.8902 | 3.03 | |
| -0.6580 | -3.41 | |
| 0.2454 | 1.66 | |
| 0.0217 | 0.25 |
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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