Merlin Properties Socimi SA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.81% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9431 | 3.82 | |
| 0.1106 | 4.49 | |
| 0.7824 | 14.92 | |
| 1.0216 | 1.48 | |
| -2.3777 | -2.30 | |
| 2.4948 | 3.75 | |
| -1.5799 | -2.81 | |
| 1.2943 | 2.21 | |
| -2.1012 | -2.52 | |
| 1.8721 | 1.93 | |
| -0.8704 | -1.18 | |
| 0.4283 | 0.72 | |
| -0.5362 | -0.51 |
Estimation Period:
Jun 30, 2014 to Jan 30, 2026
Jun 30, 2014 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Merlin Properties Socimi SA Analyses
Other Spline-GARCH Analyses on Real Estate