Mercuries Data System Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.67% (+11.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6295 | 8.65 | |
| 0.1064 | 7.14 | |
| 0.7740 | 21.79 | |
| -0.0314 | -0.46 | |
| 0.0563 | 0.52 | |
| 0.0245 | 0.30 | |
| -0.0711 | -0.91 | |
| -0.0886 | -1.04 | |
| 0.3176 | 3.05 | |
| -0.4586 | -4.26 | |
| 0.4659 | 4.63 | |
| -0.2258 | -2.28 | |
| -0.0467 | -0.69 |
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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