Mercury Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:33.19% (+1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3039 | 8.92 | |
| 0.0543 | 6.95 | |
| 0.8767 | 102.48 | |
| 0.0947 | 5.90 |
Estimation Period:
Dec 14, 2018 to Feb 13, 2026
Dec 14, 2018 to Feb 13, 2026
News Impact Curve
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