Mercuries Data System Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.32% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0544 | 16.25 | |
| 0.0546 | 14.61 | |
| 0.9389 | 461.82 | |
| -0.0053 | -0.88 |
Estimation Period:
Jan 4, 2000 to Feb 6, 2026
Jan 4, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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