MERCURY Inc/Japan AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:47.63% (-2.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2247 | 11.55 | |
| 0.3655 | 15.42 | |
| 0.4487 | 18.32 | |
| -0.5759 | -2.20 |
Estimation Period:
Feb 25, 2022 to Feb 10, 2026
Feb 25, 2022 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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