Mercuries Data System Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.41% (+1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6896 | 10.17 | |
| 0.1110 | 7.28 | |
| 0.7584 | 19.56 | |
| -0.0205 | -0.55 | |
| 0.0693 | 1.18 | |
| -0.0455 | -1.00 | |
| -0.0735 | -1.48 | |
| 0.1707 | 2.91 | |
| -0.2478 | -3.80 | |
| 0.4105 | 5.91 | |
| -0.6213 | -7.21 |
Estimation Period:
Jan 4, 2000 to Feb 6, 2026
Jan 4, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Mercuries Data System Corp Analyses
Other Spline-GARCH Analyses on International Equities