MERCURY Inc/Japan APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:47.71% (-4.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 3.93 | |
| 0.2352 | 12.94 | |
| 0.6595 | 26.11 | |
| -0.2486 | -3.68 | |
| 1.2308 | 7.43 |
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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