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V-Lab

Mercuries Data System Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.41% (+1.63%)
Analysis last updated: Sunday, February 8, 2026 at 02:48 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mercuries Data System Corp SGARCH
paramt-stat
ω1.689610.17
α0.11107.28
β0.758419.56
γ1-0.0205-0.55
γ20.06931.18
γ3-0.0455-1.00
γ4-0.0735-1.48
γ50.17072.91
γ6-0.2478-3.80
γ70.41055.91
γ8-0.6213-7.21
Estimation Period:
Jan 4, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts